MATH6759 [at Georgia Tech]

Stoch Process-Finance I, 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 ISYE 6759.

Taught by:

• Shijie Deng (from CIOS): 10.9 hours per week on average; 12.5 in Fall 2022; 8.1 in Fall 2021; 12.5 in Fall 2020.

Main sections