Credits 3. 3 Lecture Hours.
The mathematical theory associated with asset price dynamics; binomial pricing models; Black-Scholes analysis; hedging; volatility smile; implied volatility trees; implied binomial trees.
Prerequisites: MATH 308; MATH 411, STAT 211 or STAT 414.
Sections
| Sec | Instructor | Lecture |
|---|---|---|
| 501 | Berkolaiko,Gregory | T R 09:35-10:50 BLOC 128 |