Jun 16, 2024  
2022-23 Undergraduate Catalog 
    
2022-23 Undergraduate Catalog [ARCHIVED CATALOG]

Add to Portfolio (opens a new window)

ACSI 4640 - Mathematics of Options, Futures, and Other Derivatives

3 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 2024 Schedule of Classes

Click here for the Fall 2024 Schedule of Classes




Add to Portfolio (opens a new window)