MATH 174E
Mathematics of Finance for Mathematics/Economics Students
Description: Lecture, three hours; discussion, one hour. Enforced requisites: courses 33A, and 170A or 170E or Statistics 100A. Not open for credit to students with credit for course 174A, Economics 141, or Statistics C183/C283. Mathematical modeling of financial securities in discrete and continuous time. Forwards, futures, hedging, swaps, uses and pricing (tree models and Black-Scholes) of European and American options, Greeks and numerical methods. P/NP or letter grading.
Units: 4.0
Units: 4.0
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Most Helpful Review
Spring 2024 - As an applied math major, this class felt like a breath of fresh air. All straight forward computation and formula application. Levinson was a really good professor who gave very detailed, clear, interesting lectures! He didn’t assign any homework to actually turn in, but posted assignments every week to help prepare for quizzes. The TA, HK, would create super amazingly detailed discussion supplements every week that went through how to solve the assignments and had all the formulas/definitions that were taught that week. I actually only studied the discussion supplements for the exams- they were that comprehensive. The grading was 4 quizzes (lowest dropped), one midterm, and one final. All the math itself was very straight forward, pretty much all arithmetic, the only difficulty was memorizing formulas (for the final we got a cheat sheet tho) and remembering definitions to correctly turn the word problems into calculations. If you’re a math major and want a break from classes that are super theory-heavy/seem to have no numbers, I’d highly recommend!
Spring 2024 - As an applied math major, this class felt like a breath of fresh air. All straight forward computation and formula application. Levinson was a really good professor who gave very detailed, clear, interesting lectures! He didn’t assign any homework to actually turn in, but posted assignments every week to help prepare for quizzes. The TA, HK, would create super amazingly detailed discussion supplements every week that went through how to solve the assignments and had all the formulas/definitions that were taught that week. I actually only studied the discussion supplements for the exams- they were that comprehensive. The grading was 4 quizzes (lowest dropped), one midterm, and one final. All the math itself was very straight forward, pretty much all arithmetic, the only difficulty was memorizing formulas (for the final we got a cheat sheet tho) and remembering definitions to correctly turn the word problems into calculations. If you’re a math major and want a break from classes that are super theory-heavy/seem to have no numbers, I’d highly recommend!
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