| College of Staten Island | |
| Course Prefix: | MTH Course Number: 416 Check Availability |
| Course Title: | Mathematics of Finance |
| Subject: | Mathematics |
| Minimum Credits: | 4.0 Maximum Credits: 4.0Hours per week: 4.0 |
COURSE DESCRIPTION: |
Introduction to the mathematical theory of derivative pricing; binomial trees and martingales; Black-Scholes formula; stochastic differential equations and Ito calculus; Girsanov theorem. |
| Prerequisite: | MTH 311. |
