Financial derivatives: contracts and options. Hedging and risk managment. Arbitrage, interest rate, and discounted value. Geometric random walk and Brownian motion as models of risky assets. Ito's formula. Initial boundary value problems for the heat and related partial differential equations. Self-financing replicating portfolio; Black-Scholes pricing of European options. Dividends. Implied volatility. American options as free boundary problems.
1 term
Other grades
University of California, Santa Cruz
MATH 114 at UCSC: average GPA 3.56 across 46 students. Grade distribution by term. Financial derivatives: contracts and options. Hedging and risk managment…
Average GPA: 3.56
Grade distribution records: 46 students across 1 terms.
| Grade | Students | Percent |
|---|---|---|
| A+ | 20 | 43.5% |
| A | 7 | 15.2% |
| A- | 5 | 10.9% |
| B+ | 3 | 6.5% |
| B- | 1 | 2.2% |
| C+ | 2 | 4.3% |
| C | 3 | 6.5% |
| F | 1 | 2.2% |
| P | 3 | 6.5% |
| NP | 1 | 2.2% |
Based on 46 student grade records across 1 term and 1 professor.
The course page is taking longer to load. This summary is still available.
We could not load the full course details. This summary is still available.
Still loading. This can take a moment on a slow connection.
Loading My Class Grades