MATH 574 - Financial Mathematics II
Section: 001
Term: WN 2018
Subject: Mathematics (MATH)
Department: LSA Mathematics
Requirements & Distribution:
Waitlist Capacity:
Enforced Prerequisites:
MATH 526 and MATH 573.
Advisory Prerequisites:
Although MATH 506 is not a prerequisite for MATH 574, it is strongly recommended that either these courses are taken in parallel, or MATH 506 precedes MATH 574.
This course counts toward the 60 credits of math/science required for a Bachelor of Science degree.
May not be repeated for credit.
Primary Instructor:

This is a core course for the quantitative finance and risk management Masters program and is a sequel to Math 573. This course emphasizes the application of mathematical methods to the relevant problems of financial industry and focuses mainly on developing skills of model building.

For more information on this course, please visit the Department of Mathematics webpage

MATH 574 - Financial Mathematics II
Schedule Listing
001 (LEC)
TuTh 1:00PM - 2:30PM
Note: Please add your name to the waitlist. Preference is given to students in the Quantitative Finance Program.
NOTE: Data maintained by department in Wolverine Access. If no textbooks are listed below, check with the department.

ISBN: 9780199574742
Arbitrage theory in continuous time, Author: Tomas Bjork., Publisher: Oxford University Press 3rd ed. 2009
Syllabi are available to current LSA students. IMPORTANT: These syllabi are provided to give students a general idea about the courses, as offered by LSA departments and programs in prior academic terms. The syllabi do not necessarily reflect the assignments, sequence of course materials, and/or course expectations that the faculty and departments/programs have for these same courses in the current and/or future terms.

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