Mar 28, 2024  
Rensselaer Catalog 2009-2010 
    
Rensselaer Catalog 2009-2010 [Archived Catalog]

Add to Portfolio (opens a new window)

MATH 4740 - Introduction to Financial Mathematics and Engineering


This course is designed to introduce students to mathematical and computational finance. Topics include a mathematical approach to risk analysis, portfolio selection theory, futures, options and other derivative investment instruments. Finite difference and finite element methods for computing American option prices are discussed. A working knowledge of MAPLE or MATLAB is required to compute optimal portfolios.

Prerequisites/Corequisites: Prerequisite: MATH 1020.

When Offered: Fall term annually.



Credit Hours: 4



Add to Portfolio (opens a new window)