The mathematical theory associated with asset price dynamics; binomial pricing models; Black-Scholes analysis; hedging; volatility smile; implied volatility trees; implied binomial trees. Prerequisites: MATH 308; MATH 411, STAT 211 or STAT 414 Credits 3. 3 Lecture Hours.
The mathematical theory associated with asset price dynamics; binomial pricing models; Black-Scholes analysis; hedging; volatility smile; implied volatility trees; implied binomial trees. Prerequisites: MATH 308; MATH 411, STAT 211 or STAT 414 Credits 3. 3 Lecture Hours.
