Courses of Study 2014-2015 
    
    Apr 19, 2024  
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Courses of Study 2014-2015 [ARCHIVED CATALOG]

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ORIE 6600 - [Mathematical Finance I]


     
Spring. Next offered 2016-2017. 3 credits.

Prerequisite: ORIE 6500 .

Staff.

Introduces mathematical finance in discrete time for Ph.D. students. Covers arbitrage theory, pricing and hedging of derivative securities.


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