Binghamton University 4 credits MATH
Interest rate models, principle of no arbitrage, fundamental theorem of asset pricing, evaluation of derivatives, put-call parity, European put and call options, binomial models, Black-Scholes option-pricing model, American options, option Greeks, exotic options, lognormal distribution, diffusion process, Itoβs lemma, simulation and delta-hedging. The materials will partially cover the mathematical foundation of actuarial Exam IFM (formerly MFE). It is not a preparation for the exam. Prerequisites: C or better in both MATH 346 and MATH 447, or consent of instructor. Spring only. 4 credits.
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