Apr 05, 2025  
2024-2025 Undergraduate Catalog 
    
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2024-2025 Undergraduate 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 Spring 2025 Schedule of Classes



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