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
Most Helpful Review
Spring 2020 - I really don’t like him. He posts slides and videos (we use zoom this quarter) way later than I needed. Like he posted Wednesday’s lecture on the next Monday, which is hard for people in different time zone to catch up. That’s why I feel he’s not devoted in teaching. He talked lots of unrelated things in class as well, which made a 50min lecture 80 mins
Spring 2020 - I really don’t like him. He posts slides and videos (we use zoom this quarter) way later than I needed. Like he posted Wednesday’s lecture on the next Monday, which is hard for people in different time zone to catch up. That’s why I feel he’s not devoted in teaching. He talked lots of unrelated things in class as well, which made a 50min lecture 80 mins
AD
Most Helpful Review
Spring 2016 - Prof. Yin lectured mostly from slides from the publisher of the textbook; if you can learn well from wordy slides, this class may be for you. The professor was challenging to understand at some times, but the slides and textbook are decent. A full page of notes were allowed for exams. It looks from the grade distribution that the class was curved generously.
Spring 2016 - Prof. Yin lectured mostly from slides from the publisher of the textbook; if you can learn well from wordy slides, this class may be for you. The professor was challenging to understand at some times, but the slides and textbook are decent. A full page of notes were allowed for exams. It looks from the grade distribution that the class was curved generously.