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University at Buffalo

UB Undergraduate Academic Schedule: Spring 2021


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.


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MTH 459LEC - Mathematical Finance 2
Lecture
Mathematical Finance 2 C Enrollment Information (not real time - data refreshed nightly)
Class #:   13746   Enrollment Capacity:   50
Section:   C   Enrollment Total:   38
Credits:   3.00 credits   Seats Available:   12
Dates:   02/01/2021 - 05/07/2021   Status:   OPEN
Days, Time:   M W F , 10:20 AM - 11:10 AM
Room:   Remote view map
Location:   Remote      
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)
             Hassard look up    
  On-line Resources
Other Courses Taught By: Hassard