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MATH 449 Mathematical Finance 3.0 Credits
This course is an introduction to the mathematics of finance. The main topics include: fixed income mathematics (duration, convexity, compounding conventions, immunization of bond portfolios, yield curve stripping), foundations of the arbitrage theory (pricing of futures and forwards, swaps, put/call parity) and introduction to stochastic derivative pricing (Black-Scholes and beyond).
Repeat Status: Not repeatable for credit
Prerequisites: MATH 311 [Min Grade: D]
Mathematics BS / Mathematics MS
http://catalog.drexel.edu/undergraduate/collegeofartsandsciences/mathematicsbs-ms/
...MATH 320 , MATH 321 , MATH 322 , MATH 323 , MATH 387 , MATH 422 , MATH 449 , MATH...
Minor in Nuclear Engineering
http://catalog.drexel.edu/undergraduate/collegeofengineering/nuclearengineering/
...include calculus ( MATH 121 - MATH 122...Thermal Plasmas MEM 449 Applications of Non...