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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 11:34PM Thursday, December 18, 2014
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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