Introduction to Financial Mathematics

MATH 3589: Introduction to Financial Mathematics

Introduction to mathematics used in financial asset pricing, based on the binomial asset pricing model. Prepares students for further study of stochastic calculus in continuous time.
Prereq: C- or better in 3345 or credit for 345; and either C- or better in 4530, 5530H, or Stat 4201; or credit for 530, 531H, or Stat 420; or permission of department. Not open to students with credit for 589.
Credit Hours

This course is also offered Summer 2021.

Course Description Download:

3589.pdf112.34 KB


Title: Stochastic Calculus for Finance 1: The Binomial Asset Pricing Model
Author: Shreve
Publisher: Springer
ISBN: 9780387249681

Semester(s) Offered: