|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
May not be enrolled in one of the following Levels:
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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