Detailed Course Information |
Fall 2024
Nov 12, 2024 |
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| MATH 6235 - Stoch Process-Finance II |
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Advanced mathematical modeling of financial markets, derivative securities pricing, and portfolio optimization. Concepts from advanced probability and mathematics are introduced as needed.
3.000 Credit hours 3.000 Lecture hours Grade Basis: ALP Sch/Mathematics Department Restrictions: May not be enrolled in one of the following Levels: Undergraduate Semester Must be enrolled in one of the following Campuses: Georgia Tech-Atlanta * Prerequisites: Undergraduate Semester level MATH 2403 Minimum Grade of D and (Graduate Semester level ISYE 6759 Minimum Grade of D or Graduate Semester level MATH 6759 Minimum Grade of D) |
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