Detailed Course Information |
2024 Fall
Jan 15, 2025 |
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| ACSC 390AC - Mathematics of Finance III - Derivative Pricing |
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Covers the pricing of European and American style options on investment vehicles including stocks, currencies, commodities and indices. Methods used include the Black-Scholes and binomial tree and other models. Interest rate models will also be covered.
***Prerequisite: ACSC 216 and STAT 251***
**Corequisite: ACSC 318**
3.000 Credit hours 3.000 Lecture hours Levels: Undergraduate Schedule Types: Lecture, Directed Reading, Examination Mathematics & Statistics Department Restrictions: Must be enrolled in one of the following Levels: Undergraduate Graduate Corequisites: ACSC 318 |
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