A very well constructed course. Strongly recommended for anyone interested in the field of Financial Mathematics and Quantitative Analysis.

Math 3282 takes a comprehensive dive into fundamental ideas of finance from a mathematical approach. This course introduces topics such as Brownian Motion, Ito's Calculus, the Black-Scholes model and the Black-Scholes partial differential equation, implied volatility, and Merton's optimal portfolio problem. A lot of topics that would be addressed in a post-graduate class are addressed in this course.

Professor Salisbury explains topics in this course very well. Very organized. Answers questions in great detail. His pace in his teaching is slow and steady which makes difficult topics comprehensible.

Read ahead. Work hard on the assignments.