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    Apr 27, 2024  
American University Catalog 2015-2016 
    
American University Catalog 2015-2016 [ARCHIVED CATALOG]

ECON-565 Mathematical Applications of Interest and Derivatives


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Mathematical study of finance, including theory of interest, arbitrage theorem, random walk models of prices, options, Black-Scholes formula and consequences. Meets with MATH-565 . Usually offered alternate falls (even numbered). May be taken A-F only. Prerequisite: MATH-221 , MATH-222 , MATH-313 , and STAT-202  or STAT-203.