MA270
Financial Mathematics I
0.5 Credit
Hours per week:
- Lecture/Discussion: 3
- Lab: 1.5 (biweekly)
An introduction to mathematical methods from linear algebra, calculus, and probability theory used in the financial analysis of problems in areas such as bond pricing, capital budgeting, making decisions under certainty/uncertainty, utility theory, portfolio optimization, binomial and log-normal asset pricing models, introductory no-arbitrage pricing of forwards and options, risk analysis.
