# MATH 425 - The Mathematics of Contingent Claims - Spring 2022

** Credits 3. 3 Lecture Hours. **

The mathematical theory associated with asset price dynamics; binomial pricing models; Black-Scholes analysis; hedging; volatility smile; implied volatility trees; implied binomial trees. **Prerequisites:** MATH 308; MATH 411, STAT 211 or STAT 414.

Above information is from 202421 term.

### Sections

Sec | Instructor | Lecture | |
---|---|---|---|

500 |
Lee,Jong Jun | M W F 11:30-12:20 BLOC 149 |