MATH 174E - Mathematics of Finance for Mathematics/Economics Students
Lecture: Lec 2
Class ID: 262749930
Class Website: https://ccle.ucla.edu/course/view/201C-MATH174E-2
Final Exam Information
Consult instructor for method of evaluation
Lecture, three hours; discussion, one hour. Enforced requisites: courses 33A, and 170A or 170E or Statistics 100A. Not open for credit to students with credit for course 174A, Economics 141, or Statistics C183/C283. Mathematical modeling of financial securities in discrete and continuous time. Forwards, futures, hedging, swaps, uses and pricing (tree models and Black-Scholes) of European and American options, Greeks and numerical methods. P/NP or letter grading.
General Education (GE)
This class does not satisfy any GE requirements.
This class does not satisfy the undergraduate Writing II requirement.
This class does not satisfy any College/School diversity requirement.
- College of Letters and Science
Materials Use Fee