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

Sections (Spring 2025)

MA-UY 4324-000 (6048)
01/21/2025 – 05/06/2025 Tue,Thu
4:00 PM – 6:00 PM (Late afternoon)
at Washington Square
Instructed by Kolm, Petter

MA-UY 4324-000 (6049)
01/21/2025 – 05/06/2025 Fri
2:00 PM – 3:00 PM (Early afternoon)
at Washington Square
Instructed by

MA-UY 4324-000 (6050)
01/21/2025 – 05/06/2025 Fri
3:00 PM – 4:00 PM (Late afternoon)
at Washington Square
Instructed by

MA-UY 4324-000 (6051)
01/21/2025 – 05/06/2025 Mon,Wed
6:00 PM – 7:00 PM (Evening)
at Washington Square
Instructed by Dies, Erik

MA-UY 4324-000 (6052)
01/21/2025 – 05/06/2025 Fri
11:00 AM – 12:00 AM (Morning)
at Washington Square
Instructed by

MA-UY 4324-000 (6053)
01/21/2025 – 05/06/2025 Fri
9:00 AM – 10:00 AM (Morning)
at Washington Square
Instructed by