# Search Results

## 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

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**...**