FINA4260-A Advanced Financial Mathematics (Fall 2014)
Course Details
Session, Dates: 1 (08/25/2014 - 12/13/2014)
Days: T R
Time: 12:15 - 01:30 pm
Location: Moon Campus
Room: Hale Center 102
Seats Available: 9 Seats
Credits: 3
Course Description
This course provides a deeper mathematical development of the financial models most frequently used in the study of financial mathematics. The course builds on the advanced valuation methods and hedging approaches for stocks, bonds, and financial derivatives. Models studied include advanced interest rate models, rational valuation of derivative securities, Black-Scholes option valuation, the arbitrage-free pricing model, and a brief introduction of risk management techniques. A prime knowledge of differentiation and integrtion is crucial and of differential equations is highly preferable.
Prerequisites: ASCI3150 and STAT3150
Prerequisites: ASCI3150 and STAT3150
Course Materials
About the Instructor(s)
Riza Emekter, Ph.D.
emekter@rmu.edu
412-397-5458 phone
412-397-2172 fax
Massey Hall 205
Profile
Department Head, Finance
Finance
Department Head, Finance
Finance
Professor of Finance
Finance
emekter@rmu.edu
412-397-5458 phone
412-397-2172 fax
Massey Hall 205
Profile