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    Nov 25, 2024  
American University Catalog 2022-2023 
    
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American University Catalog 2022-2023 [ARCHIVED CATALOG]

ECON-565 Mathematical Applications of Interest and Derivatives (3)

Mathematical study of finance, including theory of interest, arbitrage theorem, random walk models of prices, options, Black-Scholes formula and consequences. Crosslist: MATH-565 . Usually Offered: alternate falls (even years). Grading: A-F only. Prerequisite: MATH-221 , MATH-222 , MATH-313 , and STAT-202  or STAT-203. 


   
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