MATH 5473

Financial Calculus

Oklahoma State University · UGRD · Fall 2026

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Description: Introduction to derivative pricing and market derivatives. Introduction to the Ito-Doeblin calculus and martingales; the martingale properties of Brownian motion, the Black-Scholes-Merton theory as a simple, special case of martingale pricing, market models of modern fixed income pricing. Insurance, hedging, and options.

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Class #oklahoma_state-5374Fall 2026UGRD
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