FIN-320 • College of Business & Economics
Bible Studies
Stochastic calculus, Black-Scholes-Merton option pricing, Value at Risk (VaR), and monte-carlo portfolio optimization.
Credits: 3 Semester Hours
Level: Undergraduate
Faculty: Dr. Robert Stirling, MBA, Ph.D.
Course Overview & Syllabus
Bridging academic finance with computational engineering. Students master mathematical finance models, Ito’s lemma, stochastic differential equations, derivative pricing, and stress-testing algorithms used by global clearing houses and central banks.
Curriculum Modules & Lessons
$450.00
Official semester registration. Includes gradebook access, professor feedback, and accredited certificate.
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