Introduction to Mathematics of Investment

Catalog description

(Same as MATH 4200 .) Prerequisite: MATH 1810 or MATH 1920 or consent of instructor. Calculus and probability/statistics used to model and analyze investments in bonds, treasury bills, stocks, and other derivatives. Topics include obtaining the price of a bond as a function of interest rate, developing formulas for duration and convexity to study the sensitivity of price to interest rate, and mathematical modeling of investor preference and attitude toward risk. Click here for the Summer 2026 Schedule of Classes Click here for the Fall 2026 Schedule of Classes Add to Portfolio (opens a new window) Add to My Favorites (opens a new window) Share this Page Facebook this Page (opens a new window) Tweet this Page (opens a new window)