# 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
Offered as Cross-Listing Only
No Term Data
Simple View
Detailed View

| 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 |  |  |