Mathematics of Finance (MA-UY 4324)

Credits: 4
Duration: 15 Weeks
Dates: Tue,Thu
Credits: 4
Duration: 15 Weeks
Dates: Tue,Thu,Fri
Credits: 4
Duration: 15 Weeks
Dates: Tue,Thu,Fri
Credits: 4
Duration: 15 Weeks
Dates: Tue,Thu,Fri,Mon,Wed
Credits: 4
Duration: 15 Weeks
Dates: Tue,Thu,Fri,Mon,Wed,Thu
Credits: 4
Duration: 15 Weeks
Dates: Tue,Thu,Fri,Mon,Wed,Thu

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 – 15 Weeks

Liberal Arts & Sciences - Electives Quantitative Reasoning Spring 2026 Undergraduate