— Mathematical Finance

Prerequisites & course information

This version has ended; see updated course, below. Course Description: Analysis and evaluation of deterministic and random cash flow streams, yield and pricing of basic financial instruments, interest rate theory, mean-variance portfolio theory, capital asset pricing models, utility functions and general principles. MATLAB programming required. Learning Activities: Lecture 3 hour(s), Extensive Problem Solving. Grade Mode: Letter. General Education: Science & Engineering (SE); Quantitative Literacy (QL); Scientific Literacy (SL). MAT 133 — Mathematical Finance (4 units) Course Description: Analysis and evaluation of deterministic and random cash flow streams, yield and pricing of basic financial instruments, interest rate theory, mean-variance portfolio theory, capital asset pricing models, utility functions and general principles. MATLAB programming required. Prerequisite(s): ( MAT 067 or MAT 022A or MAT 027A or BIS 027A ); MAT 108 ; MAT 135A Learning Activities: Lecture 3 hour(s), Extensive Problem Solving. Enrollment Restriction(s): Pass One open to Applied Mathematics, Mathematics, Mathematics & Scientific Computation, Mathematical Analytics and Operations Research majors. Grade Mode: Letter. General Education: Science & Engineering (SE); Quantitative Literacy (QL); Scientific Literacy (SL). This course version is effective from, and including: Spring Quarter 2027. Learning Activities: Lecture 3 hour(s), Extensive Problem Solving. Grade Mode: Letter. General Education: Science & Engineering (SE); Quantitative Literacy (QL); Scientific Literacy (SL). MAT 133 — Mathematical Finance (4 units) Course Description: Analysis and evaluation of deterministic and random cash flow streams, yield and pricing of basic financial instruments, interest rate theory, mean-variance portfolio theory, capital asset pricing models, utility functions and general principles. MATLAB programming required. Prerequisite(s): ( MAT 067 or MAT 022A or MAT 027A or BIS 027A ); MAT 108 ; MAT 135A Learning Activities: Lecture 3 hour(s), Extensive Problem Solving. Enrollment Restriction(s): Pass One open to Applied Mathematics, Mathematics, Mathematics & Scientific Computation, Mathematical Analytics and Operations Research majors. Grade Mode: Letter. General Education: Science & Engineering (SE); Quantitative Literacy (QL); Scientific Literacy (SL). This course version is effective from, and including: Spring Quarter 2027.