BUFN670

Financial Mathematics

Restriction: Must be in Business and Management (Master's) program; or permission of BMGT-Robert H. Smith School of Business. Introduction to the mathematical models used in finance and economics with emphasis on pricing derivative instruments. Topics include elements from basic probability theory, distributions of stock returns, elementary stochastic calculus, Ito's Lemma, arbitrage pricing theory, and continuous time portfolio theory. Particular focus is on the financial applications of these mathematical concepts.

Spring 2024

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Average rating: 5.00

Spring 2023

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Average rating: 4.00

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Past Semesters

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2 reviews
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1 review
Average rating: 4.00

* "W"s are considered to be 0.0 quality points. "Other" grades are not factored into GPA calculation. Grade data not guaranteed to be correct.