MTH 459LEC - Mathematical Finance 2

Describes the mathematical development of both the theoretical and the computational techniques used to analyze financial instruments. Specific topics include utility functions; forwards, futures, and swaps; and modeling of derivatives and rigorous mathematical analysis of the models, both theoretically and computationally. Develops, as needed, the required ideas from partial differential equations and numerical analysis.

Credits: 3

Grading
Graded (GRD)

Typically Offered:
Spring

Requisites:
Pre-Requisite: MTH 458.