Math 3589: Introduction to Financial Mathematics
Course Textbooks
| Type | Title | Edition | Author | Publisher | ISBN Number |
|---|---|---|---|---|---|
| Course Textbook | Stochastic Calculus for Finance | Shreve | Springer | 9780387249681 |
Summer 2013 Offerings
No courses foundOther Course Information
PrerequisitesC- or better in 3345 or credit for 345; and either C- or better in 4530, 5530H, or Stat 4201; or credit for 530, 531H, or Stat 420; or permission of department. Not open to students with credit for 589. Description
Introduction to mathematics used in financial asset pricing, based on the binomial asset pricing model. Prepares students for further study of stochastic calculus in continuous time.Credits
3Semesters Offered
Autumn
Last updated by merry.10 on 09/10/12