Introduction to the mathematics of finance. Topics include: Linear programming with application pricing and quadratic. Interest rates and present value. Basic probability: random walks, central limit theorem, Brownian motion, lognormal model of stock prices. Black-Scholes theory of options. Dynamic programming with application to portfolio optimization. | Prerequisites: A grade of C or better in (MA-UY 2114 or MA-UY 2514) and a grade of C or better in (MA-UY 2054 or MA-UY 2224 or MA-UY 2414 or MA-UY 3014 or MA-UY 3022 or MA-UY 3514 or MA-UY 4114).

Mathematics (Undergraduate) 4 credits - 14 Weeks

Sections (Fall 2025)

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MA-UY 4324-000 (12270)
09/02/2025 - 12/11/2025 Mon,Wed
6:00 PM - 7:00 PM (Evening)
at Washington Square
Instructed by Cerniglia, Joseph

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MA-UY 4324-000 (12271)
09/02/2025 - 12/11/2025 Fri
8:00 AM - 9:00 AM (Morning)
at Washington Square
Instructed by

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MA-UY 4324-000 (12272)
09/02/2025 - 12/11/2025 Fri
9:00 AM - 10:00 AM (Morning)
at Washington Square
Instructed by

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MA-UY 4324-000 (12273)
09/02/2025 - 12/11/2025 Tue,Thu
4:00 PM - 6:00 PM (Late afternoon)
at Washington Square
Instructed by Sadr, Amir

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MA-UY 4324-000 (12274)
09/02/2025 - 12/11/2025 Fri
2:00 PM - 3:00 PM (Early afternoon)
at Washington Square
Instructed by

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MA-UY 4324-000 (12275)
09/02/2025 - 12/11/2025 Fri
3:00 PM - 4:00 PM (Late afternoon)
at Washington Square
Instructed by

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MA-UY 4324-000 (12276)
09/02/2025 - 12/11/2025 Mon,Wed
4:00 PM - 6:00 PM (Late afternoon)
at Washington Square
Instructed by Dies, Erik

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MA-UY 4324-000 (12277)
09/02/2025 - 12/11/2025 Fri
11:00 AM - 12:00 AM (Morning)
at Washington Square
Instructed by

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MA-UY 4324-000 (12278)
09/02/2025 - 12/11/2025 Fri
12:00 AM - 1:00 PM (Early afternoon)
at Washington Square
Instructed by