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.
Above information is from 202331 term.
Sections
| Sec | Instructor | Lecture |
|---|---|---|
| 500 | Lee,Jong Jun | M W F 09:10-10:00 BLOC 117 |