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Spring 2021 Mathematics UN3050 section 001
DISCRETE TIME MODELS IN FINANC
DISCRETE TIME MODELS IN F

Call Number 13870
Day & Time
Location
MW 6:10pm-7:25pm
312 Mathematics Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Mikhail Smirnov
Type LECTURE
Method of Instruction Hybrid
Course Description Prerequisites: (MATH UN1102 and MATH UN1201) or (MATH UN1101 and MATH UN1102 and MATH UN1201) and MATH UN2010 Recommended: MATH UN3027 (or MATH UN2030 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 Vergil
Department Mathematics
Enrollment 55 students (60 max) as of 4:19PM Wednesday, December 8, 2021
Subject Mathematics
Number UN3050
Section 001
Division Interschool
Campus Morningside
Section key 20211MATH3050V001

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SIS update 12/08/21 16:19    web update 12/08/21 16:20