Georgetown University home page Search: Full text search Site Index: Find a web site by name or keyword Site Map: Overview of main pages Directory: Find a person; contact us About this site: Copyright, disclaimer, policies, terms of use Georgetown University home page Home page for prospective students Home page for current students Home page for alumni and alumnae Home page for family and friends Home page for faculty and staff Georgetown University Search: Full text search Site Index: Find a web site by name or keyword Site Map: Overview of main pages Directory: Find a person; contact us About this site: Copyright, disclaimer, policies, terms of use
Navigation bar Navigation bar
spacer spacer spacer spacer
border
spacer spacer spacer
border
spacer spacer

MATH-605 Introduction to Financial Mathematics

MATH-605 Introduction to Financial Mathematics
Spring only
Faculty:
  • Shaw, Ken
    • This is a course on mathematical finance, emphasizing mathematical models and techniques for pricing financial derivative instruments. Financial markets of stocks, bonds, futures and options; present value analysis; Brownian motion and Ito's formula; option pricing with random walk models, partial differential equations (Black-Scholes), and binomial trees.

    Spring semester.
    Credits: 3
    Prerequisites: Multivariable Calculus (MATH-137), Linear Algebra (MATH-150)
    Other academic years
    There is information about this course number in other academic years:
    More information
    Look for this course in the schedule of classes.

    The academic department web site for this program may provide other details about this course.
    		spacer spacer
    Navigation bar Navigation bar