Financial Mathematics
Course Description:
Topics of this course will include: Basic option theory, forward and futures contracts, model of asset price, Ito's Lemma, asset price random walk, Black-Scholes model, free boundary problems of options, constrained matrix problems and the projected SOR method, discrete random walk model and the binomial methods. Students taking this course are expected to have knowledge in probability and differential equations.
Course Code:
MATH4210
Units:
3
Programme:
Undergraduates