University of Connecticut

Course Info


MATH 3660: Advanced Financial Math

Description: Advanced topics in financial mathematics such as single-period, multi-period, and continuous time financial models; Black-Scholes formula; interest rate models; and immunization theory.

Prerequisites: MATH 2620 and 3160.

Offered: Fall Spring

Credits: 3


Sections: Fall 2017 on Storrs Campus

PSCourseID Course Sec Comp Time Room Instructor
04812 3660 001 Lecture TuTh 11:00:00 AM-12:15:00 PM MONT421 Perry, Edward