|Mathematical Finance. - 17534 - MATH 430 - 001|
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.
Associated Term: Winter 2018
Registration Dates: Apr 04, 2017 to Jan 23, 2018
Lecture Schedule Type
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