MATH-UA 250

Mathematics of Finance

New York University · UGRD · Fall 2026

1 section

Catalog description

Introduction to the mathematics of finance. Topics: linear programming with application to pricing. Interest rates and present value. Basic probability, random walks, central limit theorem, Brownian motion, log-normal model of stock prices. Black-Scholes theory of options. Dynamic programming with application to portfolio optimization.

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Class #new_york-MATHUA250Fall 2026UGRD4 credits

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