TOPICS: MATHEMATICS FOR FINANCE in Spring 2025 (MA2091A)

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Courses on different topics in the discipline, enriching the present course offerings. These classes are taught by permanent or visiting faculty.

Course Master: 
TOPICS IN MATHEMATICS (MA2091)
Term: 
Spring 2025
Discipline: 
MA (Mathematics)
Credits: 
4 credits
Type: 
Regular
Level: 
Undergraduate
Can be taken twice for credit?: 
Yes
Cross Listed: 
TOPICS: MATHEMATICS FOR FINANCE in Spring 2025 (EC2091A)
Exam Date: 
Wednesday, May 7, 2025 - 16:00
Pre-requisites: 
None
Co-requisites: 
None

Professor(s)

Notes

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.


Learning Outcomes

Syllabus

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Book List

TitleAuthorPublisherISBN Number
Introduces Quanitiative Finance
Paul Willmott
Paul Willmott
9780470319581
Mathematics for Finance
Saari, Donald G.
Springer
9783030254421

Schedule

Start Date: 
Monday, January 13, 2025
End Date: 
Tuesday, May 13, 2025
DayStart TimeEnd TimeRoom
Wednesday
15:20
18:15
G-113