Skip to Content
University at Buffalo

UB Undergraduate Academic Schedule: Spring 2020


This information is updated nightly. Additional information about this course, including real-time course data, prerequisite and corequisite information, is available to current students via the HUB Student Center, which is accessible via MyUB.


|

MTH 459LEC - Mathematical Finance 2
Lecture
Mathematical Finance 2 U Enrollment Information (not real time - data refreshed nightly)
Class #:   14007   Enrollment Capacity:   50
Section:   U   Enrollment Total:   39
Credits:   3.00 credits   Seats Available:   11
Dates:   01/27/2020 - 05/09/2020   Status:   OPEN
Days, Time:   T R , 11:00 AM - 12:20 PM
Room:   Online view map
Location:   North Campus      
Enrollment Requirements
Prerequisites: Pre-Requisite: MTH 458
  Course Description
Describes the mathematical development of both the theoretical and the computational techniques used to analyze financial instruments. Specific topics include utility functions; forwards, futures, and swaps; and modeling of derivatives and rigorous mathematical analysis of the models, both theoretically and computationally. Develops, as needed, the required ideas from partial differential equations and numerical analysis.
  Instructor(s)
             Spencer, B J look up    
  On-line Resources
Other Courses Taught By: Spencer, B J