Course Descriptions

The Course Descriptions catalog describes all undergraduate and graduate courses offered by Michigan State University. The searches below only return course versions Fall 2000 and forward. Please refer to the Archived Course Descriptions for additional information.

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Course Descriptions: Search Results

MTH 457  Introduction to Financial Mathematics

Semester:
Spring of every year
Credits:
Total Credits: 3   Lecture/Recitation/Discussion Hours: 3
Prerequisite:
MTH 309 and (MTH 340 or MTH 235) and (STT 441 or STT 351)
Description:
Mathematical overview of basic financial instruments. A unified partial differential equation approach to model derivative securities. Partial differential equations in financial mathematics, Black-Scholes equation. Numerical methods for valuing derivatives.
Effective Dates:
SS04 - FS07


MTH 457  Introduction to Financial Mathematics

Semester:
Spring of every year
Credits:
Total Credits: 3   Lecture/Recitation/Discussion Hours: 3
Prerequisite:
MTH 309 and (MTH 340 or MTH 235 or MTH 255H) and (STT 441 or STT 351)
Description:
Mathematical overview of basic financial instruments. A unified partial differential equation approach to model derivative securities. Partial differential equations in financial mathematics, Black-Scholes equation. Numerical methods for valuing derivatives.
Effective Dates:
SS08 - US13


MTH 457  Introduction to Financial Mathematics

Semester:
Spring of every year
Credits:
Total Credits: 3   Lecture/Recitation/Discussion Hours: 3
Prerequisite:
MTH 309 and (MTH 235 or MTH 255H or MTH 340 or MTH 347H) and (STT 441 or STT 351)
Description:
Mathematical overview of basic financial instruments. A unified partial differential equation approach to model derivative securities. Partial differential equations in financial mathematics, Black-Scholes equation. Numerical methods for valuing derivatives.
Effective Dates:
FS13 - US15


MTH 457  Introduction to Financial Mathematics

Semester:
Spring of every year
Credits:
Total Credits: 3   Lecture/Recitation/Discussion Hours: 3
Prerequisite:
(MTH 309) and (MTH 235 or MTH 340 or MTH 347H) and (STT 441 or STT 351)
Description:
Mathematical overview of basic financial instruments. A unified partial differential equation approach to model derivative securities. Partial differential equations in financial mathematics, Black-Scholes equation. Numerical methods for valuing derivatives.
Effective Dates:
FS15 - Open