Search Results
MATH GR5010 Introduction to the Mathematics of Finance. 3 points.
Prerequisites: MATH UN1102 and MATH UN1201 , or their equivalents.
Introduction to mathematical methods in pricing of options, futures and other derivative securities, risk management, portfolio management and investment strategies with an emphasis of both theoretical and practical aspects. Topics include: Arithmetic and Geometric Brownian ,motion processes, Black-Scholes partial differential equation, Black-Scholes option pricing formula, Ornstein-Uhlenbeck processes, volatility models, risk models, value-at-risk and conditional value-at-risk, portfolio construction and optimization methods.
,
Spring 2022: MATH GR5010
| |||||
Course Number | Section/Call Number | Times/Location | Instructor | Points | Enrollment |
---|---|---|---|---|---|
MATH 5010 | 001/11910 | M W 7:40pm - 8:55pm 207 Mathematics Building |
Mikhail Smirnov | 3 | 135/150 |
Fall 2022: MATH GR5010
| |||||
Course Number | Section/Call Number | Times/Location | Instructor | Points | Enrollment |
MATH 5010 | 001/12834 | M W 7:40pm - 8:55pm Room TBA |
Mikhail Smirnov | 3 | 4/155 |
Applied Mathematics
General Studies
http://bulletin.columbia.edu/general-studies/majors-concentrations/applied-mathematics/
Director of Undergraduate Studies: Prof. Mu-Tao Wang, 514 Mathematics; 212-854-3052; mtwang@math.columbia.edu
Computer Science - Mathematics
General Studies
http://bulletin.columbia.edu/general-studies/majors-concentrations/computer-science-mathematics/
Director of Undergraduate Studies: Prof. Mu-Tao Wang, 514 Mathematics; 212-854-3052; mtwang@math.columbia.edu
Mathematics-Statistics
General Studies
http://bulletin.columbia.edu/general-studies/majors-concentrations/mathematics-statistics/
Director of Undergraduate Studies: Prof. Mu-Tao Wang, 514 Mathematics; 212-854-3052; mtwang@math.columbia.edu
Mathematics
General Studies
http://bulletin.columbia.edu/general-studies/majors-concentrations/mathematics/
Director of Undergraduate Studies: Prof. Mu-Tao Wang, 514 Mathematics; 212-854-3052; mtwang@math.columbia.edu
Mathematics
Columbia College
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
Barnard College
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
Columbia College
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
General Studies
http://bulletin.columbia.edu/general-studies/majors-concentrations/statistics/
...are recommended to include among their electives, MATH GR5010 Introduction to the Mathematics of Finance...