NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information. | |

Spring 2021 Mathematics UN3050 section 001 DISCRETE TIME MODELS IN FINANC DISCRETE TIME MODELS IN F | |

Call Number | 13870 |

Day & Time Location |
MW 6:10pm-7:25pm 312 Mathematics Building |

Points | 3 |

Grading Mode | Standard |

Approvals Required | None |

Instructor | Mikhail Smirnov |

Type | LECTURE |

Method of Instruction | Hybrid |

Course Description | Prerequisites: (MATH UN1102 and MATH UN1201) or (MATH UN1101 and MATH UN1102 and MATH UN1201) and MATH UN2010 Recommended: MATH UN3027 (or MATH UN2030 and SIEO W3600). Elementary discrete time methods for pricing financial instruments, such as options. Notions of arbitrage, risk-neutral valuation, hedging, term-structure of interest rates. |

Web Site | Vergil |

Department | Mathematics |

Enrollment | 55 students (60 max) as of 4:19PM Wednesday, December 8, 2021 |

Subject | Mathematics |

Number | UN3050 |

Section | 001 |

Division | Interschool |

Campus | Morningside |

Section key | 20211MATH3050V001 |

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