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NOTE: Course information changes frequently. Please re-visit these pages periodically for the most recent and up-to-date information. | |
Spring 2013 Mathematics V3050 section 001 DISCRETE TIME MODELS IN FINANC | |
| Call Number | 15718 |
| Day & Time Location |
MW 1:10pm-2:25pm 417 Mathematics Building |
| Points | 3 |
| Approvals Required | None |
| Instructor | Fredrik Viklund |
| Type | LECTURE |
| Course Description | Prerequisites: MATH V1102, V1201 (or V1101, V1102, V1201), V2010. Recommended: MATH V3027 (or MATH E1210) and SIEO W3600. Elementary discrete time methods for pricing financial instruments, such as options. Notions of arbitrage, risk-neutral valuation, hedging, term-structure of interest rates. |
| Web Site | CourseWorks |
| Department | Mathematics |
| Enrollment | 35 students (64 max) as of 7:19PM Sunday, May 19, 2013 |
| Final Exam Day/Time | May 13 M 1:10pm-4:00pm |
| Final Location | 417 Mathematics Building |
| Subject | Mathematics |
| Number | V3050 |
| Section | 001 |
| Division | Interschool |
| Open To | Columbia College, Engineering and Applied Science, General Studies, School of Continuing Education, Barnard |
| Campus | Morningside |
| Section key | 20131MATH3050V001 |
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