MATH UN3050

DISCRETE TIME MODELS IN FINANC

Columbia University in the City of New York · UGRD · Fall 2026

1 section

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Recommended: MATH V3027 (or MATH V2030 ) and SIEO W3600 . Prerequisites: ( MATH UN1102 and MATH UN1201 ) or ( MATH UN1101 and MATH UN1102 and MATH UN1201 ) and MATH UN2010 Recommended: MATH UN3027 (or MATH UN2030 and SIEO W3600 ). Elementary discrete time methods for pricing financial instruments, such as options. Notions of arbitrage, risk-neutral valuation, hedging, term-structure of interest rates

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Class #columbia_in_city_new_york-MATHUN3050Fall 2026UGRD3.00 credits

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