Mathematical theory of financial derivatives, discrete and continuous option pricing models, hedging strategies and exotic option valuation. Arts and Science students must be enrolled in the Actuarial Science Major or Specialist, the Data Science Specialist, or the Specialist in Statistical Science: Theory and Methods.
Mathematical theory of financial derivatives, discrete and continuous option pricing models, hedging strategies and exotic option valuation. Arts and Science students must be enrolled in the Actuarial Science Major or Specialist, the Data Science Specialist, or the Specialist in Statistical Science: Theory and Methods.
