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. Prerequisites: Mathematics 212 (or 222), 221, and 230 (or 340), or consent of instructor. Instructor: Staff
Curriculum Codes
  • QS
Cross-Listed As
  • MATH 581
Typically Offered
Fall Only