Banking and Finance Courses
FINA 9100: Mathematical Finance
Selected tools from continuous time finance and fundamental concepts in the analysis of stochastic processes. These tools are applied to the pricing of derivative securities--especially forward, futures, and option contracts. Binomial and finite difference approximations to continuous time processes are also used to price derivatives. Offered every year.
Prerequisite or corequisite: ECON 7910 or permission of department.
3.0 hours
Syllabi
- FINA 9100: Mathematical Finance (UGA Bulletin)
Schedule of Classes
Fall 2012 Schedule
| Call # | Instructor | Mon | Tue | Wed | Thu | Fri |
|---|---|---|---|---|---|---|
| 54440 | Wu
|
3:30 p.m. – 6:50 p.m.
Sanford 207
|
Fall 2011 Schedule
| Call # | Instructor | Mon | Tue | Wed | Thu | Fri |
|---|---|---|---|---|---|---|
| 63986 | Wu
|
3:30 p.m. – 6:30 p.m.
Sanford 207
|