NOTE: Course information changes frequently. Please re-visit these pages periodically for the most recent and up-to-date information. | |
Fall 2014 Mathematics W4071 section 001 INTRO TO THE MATH OF FINANCE | |
Call Number | 67093 |
Day & Time Location |
MW 7:40pm-8:55pm 207 Mathematics Building |
Points | 3 |
Approvals Required | None |
Instructor | Mikhail Smirnov |
Type | LECTURE |
Course Description | Prerequisites: MATH V1202, V3027, STAT W4150, SEIOW4150, 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 | 128 students (130 max) as of 11:51PM Wednesday, March 4, 2015 |
Final Exam Day/Time | December 17 W 7:10pm-10:00pm |
Final Location | 207 Mathematics Building |
Subject | Mathematics |
Number | W4071 |
Section | 001 |
Division | Interfaculty |
Open To | Graduate School of Arts and Science |
Campus | Morningside |
Note | Priority to MAFN Students ONLY. Open to university 9/6 |
Section key | 20143MATH4071W001 |
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