Math 215: Mathematical Finance
Instructor: A. Petters

This course is ideal for students who want a rigorous introduction to
finance. The course covers three fundamental topics every modeler in finance
should know: security price modeling, portfolio theory, and financial
derivatives (see below for the course Outline). We shall dissect financial
models by isolating their central assumptions and conceptual building
blocks, showing rigorously how their governing equations and relations are
derived, and weighing critically their strengths and weaknesses. The ranges
of validity of the models in real-world settings are also investigated.

This course is cross listed as Econ 225.