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)
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
MA-UY 4324-000 (12271)
09/02/2025 – 12/11/2025 Fri
8:00 AM – 9:00 AM (Morning)
at Washington Square
Instructed by
MA-UY 4324-000 (12272)
09/02/2025 – 12/11/2025 Fri
9:00 AM – 10:00 AM (Morning)
at Washington Square
Instructed by
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
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
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
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
MA-UY 4324-000 (12277)
09/02/2025 – 12/11/2025 Fri
11:00 AM – 12:00 AM (Morning)
at Washington Square
Instructed by
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