University of Connecticut

Course Info


MATH 5660: Advanced Financial Mathematics

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: Spring 2009 on Storrs Campus

Course Sec Comp Time Room Instructor
5660 1 Lecture MWF 1:00-1:50 MSB415 Bridgeman, James