Applications of the Heat Equation for Financial Mathematics
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Overview
Subject area
MAT
Catalog Number
3788
Course Title
Applications of the Heat Equation for Financial Mathematics
Description
Focuses on the Black-Scholes Model. Includes risk measures in a portfolio of financial assets: The Greek Letters and Value at Risk. Computer models will be used.
Pre- or Corequisite
014247
Liberal Arts
No
Department(s)
Credits
Minimum
3
Max
3
Components
Name
Lecture
Contact Hours
3