<h3>MA5950  Mathematical Finance</h3>
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<h4>Course Details</h4>
Introduction to Stochastic Processes, Poisson Process, Browian Motion, Martingales.<br> Present Value Analysis, Interest rate analysis, Marlet model Specification problems.<br> Arbitage theorem, Multi-Period binomial Model, Block- Scholes formula.<br> Valuing investments by expected utility, Portfolio selection problem, Capital Assets Pricing model, Rates of return, Single period and geometric Browian motion, Mean-Variance analysis of risk- neutral-priced call options, Autoregressive models and mean regression, Other pricing options and applications.
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<h4>Course References:</h4>