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MATH-4740

Mathematics of Finance

This course is designed to introduce students to mathematical and computational finance. Topics include a mathematical approach to risk analysis, portfolio selection theory, futures, options and other derivative investment instruments. Finite difference and finite element methods for computing American option prices are discussed. A working knowledge of MAPLE or MATLAB is required to compute optimal portfolios. Prerequisite: MATH-1020. Spring term odd-numbered years.

4 credit hours
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