MATHEMATICAL FINANCE

ECON 673

An introduction to the basic concepts of mathematical finance. Topics include modeling security price behavior, Brownian and geometric Brownian motion, mean variance analysis and the efficient frontier, expected utility maximization, Ito's formula and stochastic differential equations, the Black-Scholes equation and option pricing formula. Instructor: Staff

Day / Time: 

MW 03:05 PM-04:20 PM

Location: 

Physics 259

Instructor: 

Mela, Xavier

Section: 

03