MATH 489/889: Stochastic Processes and Advanced Mathematical Finance

Prereqs: MATH 221/821, and/or STAT/MATH 380 or STAT 880.
Properties of stochastic processes and solutions of stochastic differential equations as a means of understanding modern financial instruments. Derivation and modeling of financial instruments, advanced financial models, advanced stochastic processes, partial differential equations, and numerical methods from a probabilistic point of view.
Credit Hours: 3
Course Format: Lecture 3
Course Delivery: Classroom
ACE Outcomes: 10
Groups: Advanced Mathematics Courses

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