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Introduction To the Mathematics of Finance
MATH W4071x


Credits:3 pts.
The mathematics of finance, principally the problem of pricing of derivative securities, developed using only calculus and basic probability. Topics include mathematical models for financial instruments, Brownian motion, normal and lognormal distributions, the BlackûScholes formula, and binomial models.

Course Sections

Section Number: 001
Call Number: 57496
Course Number: 4071
Section Title: INTRO TO THE MATH OF FINA
Day/Time: MW 7:40p - 8:55p
207 Mathematics Building

Course Bulletin: http://www.columbia.edu/cu/bulletin/uwb/subj/MATH/W4071-20083-001
Instructor: M. Smirnov

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