# 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 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/

## 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**...**