MATH 5200 - Introduction to Mathematics of Investment

3 credit hours

(Same as ACSI 5200.) Prerequisites: MATH 1910 and one semester of probability/statistics or consent of instructor. Calculus and probability/statistics used to model and analyze investments in bonds, treasury bills, stocks, and other derivatives. Topics include obtaining the price of a bond as a function of interest rate, developing formulas for duration and convexity to study the sensitivity of price to interest rate, and mathematical modeling of investor preference and attitude toward risk.

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