Apr 07, 2025  
2023-2024 Graduate Catalog 
    
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ACSI 5640 - Mathematics of Options, Futures, and Other Derivatives

3 credit hours
Prerequisites: ACSI/MATH 4630/ACSI 5630 /5630 and 4200/ACSI 5200 /MATH 5200 . 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 Spring 2025 Schedule of Classes



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