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Fall 2017
Sep 23, 2017
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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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