Course Description

MA370 Financial Mathematics II 0.5

Discrete-time models, riskless asset pricing, asset pricing under risk, arbitrage, utility theory. Complete and incomplete markets. Introduction to options and risk-neutral pricing.

Prerequisite: MA270, MA340.

3 lecture hours; 3 lab hours every other week

DRAFT electronic version updated at 1:45 p.m. January 30, 2003

M. Watson, Editor Course Timetable