Quantitative Methods in Finance

MGF-634LEC-OBO1

University at Buffalo

  • Semester
    Spring 2025
  • Instructor
    Cristian I Tiu
  • Start Date
    03-24-2025
  • Total Credits
    3
  • Call to Register
    716-645-5698

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You will learn the same curriculum as our on-campus students

The objective of this course is to ensure students have a solid foundation in the mathematical foundations required to understand and work with complex financial securities and derivatives. This foundation will be useful in higher level finance courses and as practitioners working in financial markets. Topics covered include stochastic calculus, continuous time finance, numerical methods, finite differences, and taylor series approximations. Applications from finance such as bond pricing, option pricing and portfolio theory are used as examples to illustrate the mathematics.
Course Area: Finance
Level: Graduate
Dates: 03-24-2025 - 05-09-2025
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Instructor: Cristian I Tiu
Local Course ID: 25SP_BUF_MGF634_LECOBO1
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