MATH 179

Advanced Topic in Financial Mathematics

Mathematics · 4 units · Undergraduate upper division (100-199)

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Continuation of course 174E. In-depth study of risk measures and instruments of risk management in investment portfolios and corporate financial structure. Exotic and real options, value at risk, mean-variance analysis, portfolio optimization, risk analysis, capital asset pricing model, market efficiency, and Modigliani-Miller theory.

P/NP or letter grading.

Requisites

Official UCLA wording
Requisite: course 174E.

BruinTree reads · Prerequisite

confidence 1.00 · from text

MATH 174E

Requires

Everything that has to come before this course, not just the courses named in the requisite above.

MATH 179

MATH 174EMathematics of Finance for Mathematics/Economics Students
- MATH 33ALinear Algebra and Applications
  - MATH 3BCalculus for Life Sciences Students1 more beneath
  - MATH 31BIntegration and Infinite Series1 more beneath
  - MATH 32ACalculus of Several Variables1 more beneath
- MATH 170AProbability Theory I
  - MATH 32B

1 direct requisite. Showing 14 courses over 3 levels; the branches marked with a count carry on past it. Every course here opens its own tree.

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What this course is a requisite for, and what those courses lead to in turn.

No course in the catalog lists this as a requisite.