MATH 5200 - Introduction to Mathematics of Investment

3 credit hours

(Same as ACSI 5200.) Prerequisite: MATH 1920 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.

Click here for the Fall 2024 Schedule of Classes