Nov 24, 2024  
2018-2019 Undergraduate and Graduate Catalog 
    
Catalog Navigation
  Catalog Home
  The California State University
  Admission to CSULB
  Fees and Financial Aid
  Academic Services and Campus Life
  Baccalaureate Degree Information
  Academic Information and Regulations
  Graduate Degree Information
  Colleges and Departments
  Courses
  General Policies and Regulations
  Faculty and Administration
HELP
2018-2019 Undergraduate and Graduate Catalog [ARCHIVED CATALOG]

MATH 474 - Mathematics of Financial Derivatives

(3 units)

Prerequisites: MATH 364A  or MATH 370A , MATH 380 , or consent of instructor.
Options, futures, and other financial derivatives; arbitrage; riskneutral valuation; binomial trees; the log-normal hypothesis; the Black-Scholes-Merton formula and applications; the Black- Scholes-Merton partial differential equation; American options; exotic options; bond models and interest rate derivatives; credit risk and credit derivatives.