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
2 of 3
Overall Rating N/A
Easiness N/A/ 5
Clarity N/A/ 5
Workload N/A/ 5
Helpfulness N/A/ 5
Overall Rating N/A
Easiness N/A/ 5
Clarity N/A/ 5
Workload N/A/ 5
Helpfulness N/A/ 5
AD
Overall Rating 4.5
Easiness 3.5/ 5
Clarity 4.0/ 5
Workload 3.5/ 5
Helpfulness 4.5/ 5
Overall Rating 4.0
Easiness 4.0/ 5
Clarity 4.0/ 5
Workload 5.0/ 5
Helpfulness 5.0/ 5
AD
Overall Rating N/A
Easiness N/A/ 5
Clarity N/A/ 5
Workload N/A/ 5
Helpfulness N/A/ 5
Overall Rating N/A
Easiness N/A/ 5
Clarity N/A/ 5
Workload N/A/ 5
Helpfulness N/A/ 5
Overall Rating N/A
Easiness N/A/ 5
Clarity N/A/ 5
Workload N/A/ 5
Helpfulness N/A/ 5
Overall Rating N/A
Easiness N/A/ 5
Clarity N/A/ 5
Workload N/A/ 5
Helpfulness N/A/ 5
AD
2 of 3