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.
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-SEP-19 05.20.16.405317 AM
|Term||Class Number||Campus||Instruction Mode||Instructor||Section||Session||Schedule||Enrollment||Location||Grading Basis||Notes|
|1198 5482 1 001||Fall 2019||5482||Storrs||In Person||Perry, Edward||001||Reg||TuTh 2:00pm‑3:15pm
|1203 6666 1 001||Spring 2020||6666||Storrs||In Person||Mostovyi, Oleksii||001||Reg||MoWeFr 12:20pm‑1:10pm