MATH3075 Lecture Notes - Lecture 1: Utility, Arbitrage, Valuation Of Options
Document Summary
This unit is an introduction to the mathematical theory of modern finance. A strong background in mathematical statistics and partial differential equations is an advantage, but is not essential. Students completing this unit have been highly sought by the finance industry, which continues to need graduates with quantitative skills. Students enrolled in this unit at the advanced level will be expected to undertake more challenging assessment tasks. The lectures in the advanced unit are held concurrently with those of the corresponding normal unit. Three 1 hour lectures and one 1 hour tutorial per week. Two class quizzes and one 2 hour exam (100%) Credit average or greater in 12 credit points of intermediate mathematics (including math2070 or. This page contains information on the senior mainstream unit of study math3075. Financial mathematics and the senior advanced unit of study math3975 financial.
