|
Math 5660 (324) - FALL 2012
Description
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.
Offered: Spring
Credits: 3
|
Sections: Fall 2012 in Storrs Campus
These are the most recent data in the math department database for Math 5660 in Storrs Campus.
There could be more recent data on our class schedules page, where you can also check for sections at other campuses.
Google Search
You can find (possibly outdated) information about Math 5660 on our website:
http://www.google.com/search?rls=en&q="math 5660"+site:www.math.uconn.edu
|
University of Connecticut | 
