UMD BUFN 670 Entire Course

University of Maryland BUFN 670 Financial Mathematics Entire Course

Introduction to the mathematical models used in finance and economics with an emphasis on pricing derivative instruments. Topics include elements from basic probability theory, distributions of stock returns, elementary stochastic calculus, Ito’s Lemma, arbitrage pricing theory, and continuous time portfolio theory. The particular focus is on the financial applications of these mathematical concepts.

Note: This entire course includes discussions, assignments, course projects, and exams.