Skip to Main Content

MATH170

Download as PDF

MATH 170 - Introduction to Mathematical Finance

Mathematics College of Letters and Science

Full Course Title

Introduction to Mathematical Finance

Instructor Name(s)

STAFF

Course Description

Describes mathematical methods for estimating and evaluating asset pricing models, equilibrium and derivative pricing, options, bonds, and the term-structure of interest rates. Also introduces finance optimization models for risk management and financial engineering.

Unit Value

4

Maximum number of times course can be repeated for additional credit

0

Maximum Units

4

Recommended Preparation

PSTAT 160B and 171.

Prerequisites

PSTAT 120A-B and 160A, all completed with a minimum grade of C or better.

Advisory Enrollment Comments

Same course as PSTAT 170.