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MATH GR5010 Introduction to the Mathematics of Finance. 3 points.

Prerequisites: MATH UN12012,MATH UN3027,MATH GR5203 , or their equivalents.

The mathematics of finance, principally the problem of pricing of derivative securities, developed using only calculus and basic probability. Topics include mathematical models for financial instruments, Brownian motion, normal and lognormal distributions, the BlackûScholes formula, and binomial models.

Fall 2017: MATH GR5010
Course Number Section/Call Number Times/Location Instructor Points Enrollment
MATH 5010 001/61264 M W 7:40pm - 8:55pm
207 Mathematics Building
Mikhail Smirnov 3 104/139
Spring 2018: MATH GR5010
Course Number Section/Call Number Times/Location Instructor Points Enrollment
MATH 5010 001/25984 M W 7:40pm - 8:55pm
207 Mathematics Building
Mikhail Smirnov 3 139/150

Applied Mathematics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/applied-mathematics/

Director of Undergraduate Studies: Prof. Ovidiu Savin, 409 Mathematics; 212-854-8233; savin@math.columbia.edu

Computer Science - Mathematics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/computer-science-mathematics/

Director of Undergraduate Studies: Prof. Ovidiu Savin, 409 Mathematics; 212-854-8233; savin@math.columbia.edu

Mathematics-Statistics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/mathematics-statistics/

Director of Undergraduate Studies: Prof. Ovidiu Savin, 409 Mathematics; 212-854-8233; savin@math.columbia.edu

Mathematics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/mathematics/

Director of Undergraduate Studies: Prof. Ovidiu Savin, 409 Mathematics; 212-854-8233; savin@math.columbia.edu

Mathematics

http://bulletin.columbia.edu/columbia-college/departments-instruction/mathematics/

...MATH UN3028 Partial Differential Equations . Students interested in finance are recommended to take MATH GR5010...

Statistics

http://bulletin.columbia.edu/barnard-college/courses-instruction/statistics/

...are recommended to include among their electives, MATH GR5010 Introduction to the Mathematics of Finance...

Statistics

http://bulletin.columbia.edu/columbia-college/departments-instruction/statistics/

...are recommended to include among their electives, MATH GR5010 Introduction to the Mathematics of Finance...

Statistics

http://bulletin.columbia.edu/general-studies/undergraduates/majors-concentrations/statistics/

...are recommended to include among their electives, MATH GR5010 Introduction to the Mathematics of Finance...