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Columbian College of Arts and Sciences

Mathematics (MATH)

MATH

6441

Introduction to Financial Mathematics

Introduction to Financial Math

Fall 2017

3

Course Type

Lecture

Default Grading Method

Letter Grade

No

No

MATH 2184 and MATH 2233

Corequisites

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Frequency of Offering

Term(s) Offered

Are there Course Equivalents?

No

No

Fee Type

No

Elementary finance. Basic probability. Discrete random variables. Forwards, futures, and options. Options and arbitrage. The binomial model. Cox–Ross– Rubenstein formula. Martingales. Continuous random variables. The continuous model as a limit of the binomial model.

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Course Attribute

Key: 5796