MATH 450 - Mathematical Models for Financial Economics

This course uses probability theory and the theory of interest to model investment portfolios, futures, forward contracts, swaps and options, Central topics included portfolio hedging, risk management, no-arbitrage conditions, and the binomial and Black-Scholes pricing models.

Credit 3 hrs May not be repeated for additional credit
Grade Mode Normal (A-F) Course Rotation

Prerequisite(s) MATH 312 and STAT 370
Class-Level Restriction Undergraduate standing

Notes -
Updates New Course 10/2017, effective Fall 2018

Winter 2025 Course Sections

Summer 2025 Course Sections

Fall 2025 Course Sections