FINA 3750 — Discrete-Time Quantitative Finance

4 semester hoursUndergraduateLecture

Examines discrete-time derivative pricing through foundations in economics, probability theory, and stochastic processes. Covers fundamentals of probability theory and stochastic calculus theory essential for asset valuation. Explores asset classes, derivatives, interest rate instruments, and investor preferences. Emphasizes binomial tree methods for pricing derivatives under risk-neutral measures and extends concepts to continuous-time settings. Introduces equilibrium and no-arbitrage principles for asset pricing applications.

Prerequisites

Links

Official catalog (FINA course descriptions) · All FINA courses · Plan it at numap.app