Detailed Course Information |
2025 Fall
Mar 08, 2026 |
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| ACSC 716 - Mathematics of Financial Derivatives |
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This course covers the theory and pricing of financial derivatives such as puts and calls, with particular emphasis on the Black-Scholes model. Topics include the pricing of European and American style options on investment vehicles including stocks, currencies, commodities and indices.
3.000 Credit hours 3.000 Lecture hours Levels: Graduate Schedule Types: Lecture, Examination Mathematics & Statistics Department Restrictions: Must be enrolled in one of the following Levels: Graduate |
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