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loaded in screen.css aad-20220314--> Skip to Bulletin Content Skip to Bulletin Navigation AZ Index Bulletin Home Institution Home Washington University in St.Louis Send Page to Printer Download / Print Options Toggle menu Search Bulletin Submit search --> About Washington University Programs of Study Undergraduate Graduate &&＃8203; Professional About This Bulletin Search Results Search Results 2023-24 Bulletin About Washington University Programs of Study Undergraduate Graduate &​ Professional About This Bulletin Bulletin Submit search --> Search Send Page to Printer Download / Print Options Search Results Bulletin›Search Results›Search Results Change Edition 2023-24 (1 result) 2022-23 (1 result) 2020-21 (1 result) 2019-20 (2 results) 2018-19 (1 result) 2017-18 (2 results) 2016-17 (1 result) 2015-16 (0 results) 2014-15 (0 results) 2013-14 (0 results) 2012-13 (0 results) 2011-12 (0 results) Go E35 ESE 427 Financial Mathematics This course is a self-contained introduction to financial mathematics at the undergraduate level. Topics to be covered include pricing of the financial instruments such as options, forwards, futures and their derivatives along with basic hedging techniques and portfolio optimization strategies. The emphasis is put on using of discrete, mostly binary models. The general, continuous case including the concepts of Brownian motion, stochastic integral, and stochastic differential equations, is explained from intuitive and practical point of view. Among major results discussed are the Arbitrage Theorem and Black-Scholes differential equations and their solutions. Prerequisites: ESE 318 and ESE 326 or the consent of the instructor.Credit 3 units. EN: BME T, TU View Sections Contact Info About Washington University Programs of Study Undergraduate Graduate &&＃8203; Professional About This Bulletin Search Results Search Results Office of the University Registrar Washington University in St. Louis Women's Building, Suite 10 One Brookings Drive, MSC 1143-0156-0B St. Louis, MO 63130-4899 314-935-5959 | fax: 314-935-4268 [email protected] https://registrar.wustl.edu Email the Bulletin editor Additional Resources Admissions Course Listings Financial Aid Bulletin A-Z Index Site Map facebook twitter instagram youtube flickr --> Snapchat TikTok © 2023 Washington University in St. Louis Close this window Print Options Back to top