Dec 14, 2025  
2024-2025 Graduate Catalog [Archived] 
    
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MATH 540 Modeling Financial Derivatives


An introduction to numerical implementations of financial derivatives, their pricing methods, financial and actuarial models, and portfolio value at risk. Knowledge of object oriented programming as well as an introduction to derivative securities is assumed.

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

Prerequisites -
Restriction by Major -
Restriction by Degree Type - Graduate Standing or UG Degree Pending

Equivalent Course(s) -
Course History -
New Course 4/2014, effective Summer 2014


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