Graduate Course Descriptions

The following directory lists the graduate courses which the University expects to offer, although the University in no way guarantees that all such courses will be offered in any given academic year, and reserves the right to alter the list if conditions warrant. Click on the links below for a list of courses in that subject area. You may then click “View Classes” to see scheduled classes for individual courses.

5660. Advanced Financial Mathematics

3.00 credits

Prerequisites: None.

Grading Basis: Graded

An introduction to the standard models of modern financial mathematics including martingales, the binomial asset pricing model, Brownian motion, stochastic integrals, stochastic differential equations, continuous time financial models, completeness of the financial market, the Black-Scholes formula, the fundamental theorem of finance, American options, and term structure models.


Last Refreshed: 17-MAY-24 05.20.08.431408 AM
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Term Class Number Campus Instruction Mode Instructor Section Session Schedule Enrollment Location Credits Grading Basis Notes
Spring 2024 6360 Storrs In Person Yin, Gang 001 Reg TuTh 11:00am‑12:15pm
5/20 MONT 314 3.00 Graded