Mathematics 4550 - 001 - course 21464 - Fall 2016

Math of Financial Derivatives

This course is FULL, with 20 students currently enrolled.This course is offered by the Mathematics and Statistics departmentin the College of Sciences . It is classified as a Lecture, and is worth 3. It meets on Mondays, Wednesdays, from 04:30 pm to 05:45 pm in Mendel Hall G86.The course is instructed by Volpert, Klaus.

Course description:

Basic tools of financial markets; options; asset pricerandom walks; estimation of parameters; arbitrageput-call parity; Black-Scholes Model; implied volatility;portfolio-optimization; hedging.