MAT 4550 Syllabus

MAT 4550 - Math of Financial Derivatives

Recommended Text: Options, Futures and Other Derivatives, 7th edition, by John C. Hull (Prentice-Hall).

Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel and relevant ‘real-world’ mathematics.

For more detail see Klaus Volpert's MAT4550 course home page.