Jul 24, 2024  
2024-2025 Graduate Catalog 
    
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2024-2025 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 Summer 2024 Schedule of Classes

Click here for the Fall 2024 Schedule of Classes



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