ISYE6759 [at Georgia Tech]

Stoch Process-Finance, 3 credit hours — Mathematical modeling of financial markets, derivative securities pricing, and portfolio optimization. Concepts from probability and mathematics are introduced as needed. Crosslisted with MATH 6759.

Prereqs

Either of:

• MATH3215
• MATH3225

Taught by:

Shijie Deng

Teacher information not finished yet!

Main sections