MATH 461 - Investment and Financial Mathematics (3)

The theoretical basis of certain investment and financial models, including: factor models such as CAPM, option pricing models such as binomial trees and Black-Scholes models, investment risk analysis including VaR, TVar and option Greeks. Actuarial applications of financial derivatives

Prerequisites: MATH 335 with a “C” (2.0) or better; FIN 320; or graduate standing.

400-level Undergraduate Course available for Graduate Credit