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Spring 2014 Mathematics V3050 section 001
DISCRETE TIME MODELS IN FINANC

Call Number 20951
Day & Time
Location
MW 8:40am-9:55am
520 Mathematics Building
Points 3
Approvals Required None
Instructor Alexander Drewitz
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 31 students (49 max) as of 11:25PM Wednesday, October 22, 2014
Final Exam Day/Time May 14
W 9:00am-12:00pm
Final Location 520 Mathematics Building
Subject Mathematics
Number V3050
Section 001
Division Interschool
Open To Columbia College, Engineering and Applied Science: Undergraduate, General Studies, School of Continuing Education, Global Programs, Barnard
Campus Morningside
Section key 20141MATH3050V001

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