Skip to main content
It looks like you're using Internet Explorer 11 or older. This website works best with modern browsers such as the latest versions of Chrome, Firefox, Safari, and Edge. If you continue with this browser, you may see unexpected results.

Financial Mathematics I & II: Course Outline For Financial Mathematics I (MAT 643)

Mathematical finance will derive and extend the mathematical or numerical models without necessarily establishing a link to financial theory, taking observed market prices as input.

Course Contents

  • Discrete-time models,
  • Riskless asset pricing,
  • Asset pricing under risk,
  • Arbitrage,
  • Complete and incomplete markets.
  • Introduction to options and risk-neutral pricing,
  • Option strategies,
  • Introduction to financial derivatives,
  • Portfolio optimization,
  • Capital Asset Pricing Model (CAPM),
  • Efficient frontier.

Recommended Books

Other Books