Course Descriptions

16:643:621 - Mathematical Finance I

Kasper Larsen

This course is part of the Mathematical Finance Master's Degree Program. It is also open to MS and PhD Math students. Graduate students from other departments, who are interested in this course, please contact the Math Finance Program Coordinator, Ana Mastrogiovanni, (amastro@math.rutgers.edu ) for a special permission number.

For more detail about this course, please click HERE .

Text:

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model.

Prereq:

None

Schedule of Sections: