NOTE: Course information changes frequently. Please re-visit these pages periodically for the most recent and up-to-date information. | |

Fall 2017 Mathematics GR5010 section 001 INTRO TO THE MATH OF FINANCE | |

Call Number | 61264 |

Day & Time Location |
MW 7:40pm-8:55pm 207 Mathematics Building |

Points | 3 |

Approvals Required | Instructor |

Instructor | Mikhail Smirnov |

Type | LECTURE |

Course Description | Prerequisites: MATH UN12012,MATH UN3027,MATH GR5203 , or their equivalents. The mathematics of finance, principally the problem of pricing of derivative securities, developed using only calculus and basic probability. Topics include mathematical models for financial instruments, Brownian motion, normal and lognormal distributions, the BlackûScholes formula, and binomial models. |

Web Site | CourseWorks |

Department | Mathematics |

Enrollment | 104 students (139 max) as of 11:50PM Tuesday, November 21, 2017 |

Final Exam Day/Time | W 7:10pm-10:00pm |

Final Location | 207 Mathematics Building |

Subject | Mathematics |

Number | GR5010 |

Section | 001 |

Division | Interfaculty |

Open To | School of the Arts, Engineering and Applied Science: Graduate, Graduate School of Arts and Science, International and Public Affairs, School of Professional Studies |

Campus | Morningside |

Note | "Priority to MAFN students, then STAT students." |

Section key | 20173MATH5010W001 |

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