Northwestern University 1 credit Mathematics
Cash flow computations. Basic financial concepts (stocks, bonds, options, arbitrage, hedging) and put-call parity. Binomial tree models. Risk-neutral valuation. Random walk and Brownian motion as a tool for modeling fluctuations. Options pricing. The Black-Scholes formula and partial differential equation. Some familiarity with differential equations is desirable. Prerequisites: MATH 240-0 or MATH 281-3 or MATH 285-1 or MATH 290-1 or MATH 291-1 or GEN_ENG 205-1 or GEN_ENG 206-1; and MATH 310-1 or MATH 311-1 or MATH 314-0 or MATH 385-0 or STAT 320-1 or STAT 383-0 or IEMS 202-0 or ELEC_ENG 302-0.
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