Math 5660 (324) - FALL 2012
Description: An introduction to the standard models of modern financial mathematics including martingales, the binomial asset pricing model, Brownian motion, stochastic integrals, stochastic differential equations, continuous time financial models,
completeness of the financial market, the Black-Scholes formula, the fundamental theorem of finance, American options, and term structure models.
Sections: Fall 2012 in Storrs Campus
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