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Winter 2018
Sep 24, 2017
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Sections Found
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
3.000 Credits
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Scheduled Meeting Times
Time Days Where Date Range Schedule Type Instructors
10:05 AM - 11:25 AM MW Burnside Hall 1B39 Jan 08, 2018 - Apr 16, 2018 Lecture Djivede Armel Kelome



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Release: 8.4 / 1.28