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

Past Term Data

Offered
Not Offered
Offered as Cross-Listing Only
No Term Data
Spring Summer Fall
(Session 1) (Session 2)
2024
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