2025-2026 Academic Catalog 
    
    Jun 27, 2025  
2025-2026 Academic Catalog

MATH 210 - Introduction to Quantitative Finance


This course is a rigorous introduction to finance. The first topic covered is the time value of money-the world of compound interest, annuities, loans, and bonds. The second topic is portfolio and capital market theory-here we understand why diversifying assets maximizes returns while minimizing risks, a classic result in optimization and an introduction to mean-variance analysis. Finally, we discuss financial derivatives,
introducing call and put options and analyzing various hedging strategies involving them. The emphasis throughout is on rigorous derivations and mathematical modeling.

Prerequisites: MATH 131  or Permission

Anticipated Terms Offered: Offered Periodically