TOPICS: MATHEMATICS FOR FINANCE in Spring 2025 (BA2091A)

After reviewing tools from probability, statistics, and elementary differential and partial differential equations, concepts such as hedging, arbitrage, puts, calls, the design of portfolios, the derivation and solution of the Black-Scholes-Merton and other financial equations are amplified and discussed. The course focuses on the mathematical properties and relations between concepts of financial and derivative market instruments in investment and other economic activities.