DRAFT
BEM 108

Mathematical Models in Fintech

9 units (3-0-6)  |  third term
Prerequisites: Some knowledge of game theory and optimization is helpful, BEM 103 Introduction to Finance is recommended, and a calculus-based course in probability is required.
In this course we will go over recent works on topics broadly contained in the newly emerging field of Fintech. In particular, the topics include mathematical modeling of strategic actions of agents interacting via a blockchain technology, via crowdfunding platforms, and via online investment platforms ("robo-advisors"). Not offered 2021-2022.

Please Note

The online version of the Caltech Catalog is provided as a convenience; however, the printed version is the only authoritative source of information about course offerings, option requirements, graduation requirements, and other important topics.