ACSI 4640 - Mathematics of Options, Futures, and Other Derivatives3 credit hours
Prerequisites: ACSI 4630 and ACSI 4200 /MATH 4200 . Topics chosen from lognormal model; Black-Scholes equation; volatility; risk neutral pricing; simulation; interest rate models; pricing of bonds, option on bonds, interest rate caps, and other interest rate derivatives.
Click here for the Summer 2019 Schedule of Classes
Click here for the Fall 2019 Schedule of Classes
[Add to Portfolio]