Focuses on the Black-Scholes Model. Includes risk measures in a portfolio of financial assets: The Greek Letters and Value at Risk. Computer models will be used.
Credit(s): 3
Prerequisites: MAT 2630, MAT 2572, MAT 2675, CST 3503
Focuses on the Black-Scholes Model. Includes risk measures in a portfolio of financial assets: The Greek Letters and Value at Risk. Computer models will be used.
Credit(s): 3
Prerequisites: MAT 2630, MAT 2572, MAT 2675, CST 3503