Fin 500 and consent of the instructor.
Finance is one of the fast growing areas in the corporate world.
Along with this, the explosion in financial instruments has led ot the development of new mathematical models and methods for their analysis. The course begins with a review of financial derivatives and their applications. Models of financial derivatives will be presented such as Black-Scholes model. The approach will be baseed on partial differential equations using analytic and numerical methods. Background in differential equations and introductory probability or consent of the instructor.