MATH 430 - Mathematical Finance. |

Introduction to concepts of price and hedge derivative securities. The following concepts will be studied in both concrete and continuous time: filtrations, martingales, the change of measure technique, hedging, pricing, absence of arbitrage opportunities and the Fundamental Theorem of Asset Pricing.
Restrictions: Not open to students who have taken MATH 330. Not open to students who have taken or are taking MATH 490. 3.000 Credit hours Schedule Types: Lecture Faculty of Science Mathematics and Statistics Department Restrictions: May not be enrolled in one of the following Levels: Doctorate Masters & Grad Dips & Certs May not be enrolled in one of the following Faculties: Faculty of Dentistry Faculty of Medicine School of Continuing Studies |

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