Bilkent University Logo

Bilkent University

Online Academic Catalog

Undergraduate and Graduate Programs 2023-2024

MATH 573 Introduction to Financial Mathematics

Basic knowledge and techniques in financial mathematics: basic Black and Scholes model and its sophistications. Theory of discrete and continuous martingales, semimartingales. Stochastic integral, Ito formula, construction and solution of stochastic differential equations. Applications to option pricing and hedging problems for the European options. American options and the numerical problems of the solutions of second order elliptic equations. Credit units: 3 ECTS Credit units: 5.

Bilkent University Main Page

Last regenerated automatically on April 18, 2024 by OAC - Online Academic Catalog Software