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 2233 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 2024)

MA-UY 4324-000 (6832)
09/03/2024 – 12/12/2024 Mon,Wed
6:00 PM – 7:00 PM (Evening)
at Washington Square
Instructed by Cerniglia, Joseph

MA-UY 4324-000 (6833)
09/03/2024 – 12/12/2024 Fri
8:00 AM – 9:00 AM (Morning)
at Washington Square
Instructed by

MA-UY 4324-000 (6834)
09/03/2024 – 12/12/2024 Fri
9:00 AM – 10:00 AM (Morning)
at Washington Square
Instructed by

MA-UY 4324-000 (6835)
09/03/2024 – 12/12/2024 Tue,Thu
4:00 PM – 6:00 PM (Late afternoon)
at Washington Square
Instructed by Dies, Erik

MA-UY 4324-000 (6836)
09/03/2024 – 12/12/2024 Fri
2:00 PM – 3:00 PM (Early afternoon)
at Washington Square
Instructed by

MA-UY 4324-000 (6837)
09/03/2024 – 12/12/2024 Fri
3:00 PM – 4:00 PM (Late afternoon)
at Washington Square
Instructed by