# MATH-4740: Introduction to Financial Mathematics and Engineering

# Introduction to Financial Mathematics and Engineering

## MATH-4740

This course is designed to introduce students to mathematical and computational finance. Topics include a mathematical approach to risk analysis, portfolio selection theory, futures, options, and other derivative investment instruments. Finite difference and finite element methods for computing American option prices are discussed. A working knowledge of MAPLE or MATLAB is required to compute optimal portfolios.

4 credits
Prereqs:
MATH-1020 Calculus II

# Past Term Data
Offered
Not Offered
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No Term Data
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| Spring | Summer | Fall
--- | --- | --- | ---
| (Session 1) | (Session 2) |
2023 |  |  |

2022

Introduction To Financial Mathematics And Engineering (4c)

- Chjan C Lim

Seats Taken: 32/35

2021 |  |  |

2020

Introduction To Financial Mathematics And Engineering (4c)

- Chjan C Lim

Seats Taken: 41/60

2019

Introduction To Financial Mathematics And Engineering (4c)

- Chjan C Lim

Seats Taken: 15/30

2018

Introduction To Financial Mathematics And Engineering (4c)

- Chjan C Lim

Seats Taken: 14/40

2017

Introduction To Financial Mathematics And Engineering (4c)

- Chjan C Lim

Seats Taken: 16/40

2016

Introduction To Financial Mathematics And Engineering (4c)

- Chjan C Lim

Seats Taken: 28/40

2015

Introduction To Financial Mathematics And Engineering (4c)

- Chjan C Lim

Seats Taken: 19/30

2014

Introduction To Financial Mathematics And Engineering (4c)

- Chjan C Lim

Seats Taken: 25/30

2013

Introduction To Financial Mathematics And Engineering (4c)

- Chjan C Lim

Seats Taken: 16/30

2012

Introduction To Financial Mathematics And Engineering (4c)

- Chjan C Lim

Seats Taken: 10/30

2011

Introduction To Financial Mathematics And Engineering (4c)

- Chjan C Lim

Seats Taken: 15/30

2010

Intro To Finl Math And Engr (4c)

- Chjan C Lim

Seats Taken: 11/30

2009

Intro To Finl Math And Engr (4c)

- Chjan C Lim

Seats Taken: 9/30

2008

Intro To Finl Math And Engr (4c)

- Chjan C Lim

Seats Taken: 23/30

2007

Intro To Finl Math And Engr (4c)

- Chjan C Lim

Seats Taken: 8/30

2006

Intro To Finl Math And Engr (4c)

- Chjan C Lim

Seats Taken: 9/30

2005

Intro To Finl Math And Engr (4c)

- Paul J. Atzberger

Seats Taken: 13/30

2004

Mathematics Of Finance (4c)

- Jong-Shi Pang

Seats Taken: 20/35

2003

Mathematics Of Finance (4c)

- Chjan C Lim

Seats Taken: 23/25

2002 |  |  |

2001

Mathematics Of Finance (4c)

- Chjan C Lim

Seats Taken: 12/40

2000 |  |  |

1999

Mathematics Of Finance (4c)

- Susan L Ulvestad

Seats Taken: 19/30

1998 |  |  |