Last Updated: Tue, 04/14/2026
Syllabus
General Class Information
Academic year:
2026
Semester:
Fall
Course prefix:
MATH
Course number:
6759
Section:
A
CRN
80751
Department (you may add up to three):
Instructor first name:
Shijie
Instructor last name:
Deng
Catalog Description

Mathematical modeling of financial markets, derivative securities pricing, and portfolio optimization. Concepts from probability and mathematics are introduced as needed. Crosslisted with ISYE 6759.