MATH 557

Financial Derivatives. 3 credits

George Mason University · UGRD · Fall 2026

1 section

Catalog description

Fundamentals of pricing derivative securities, including Black-Scholes formalism and no-arbitrage pricing models. Exotic options, Monte-Carlo simulation, and interest rate models. Material corresponds to the Society of Actuaries Exam MFE: Act. Models and Fin. Econ. Offered by Mathematics . May not be repeated for credit.

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Class #george_mason-4972Fall 2026UGRD

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