Topics include arbitrage arguments, valuation of futures, forwards and swaps, hedging, option-pricing theory, decision theory, and sensitivity analysis. Prerequisite: MATH 3100; MATH 5110 is recommended

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MATH 5140

Topics include arbitrage arguments, valuation of futures, forwards and swaps, hedging, option-pricing theory, decision theory, and sensitivity analysis. Prerequisite: MATH 3100; MATH 5110 is recommended