# 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.

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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 | 138/152 |

Fall 2018: MATH GR5010 | |||||

Course Number | Section/Call Number | Times/Location | Instructor | Points | Enrollment |

MATH 5010 | 001/70828 | M W 7:40pm - 8:55pm Room TBA |
Mikhail Smirnov | 3 | 1/139 |

## Applied Mathematics

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

## Computer Science - Mathematics

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

## 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/

## 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**...**