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MATH 430 Mathematical Finance (3 unit茅s)

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Nota : Ceci est la version 2021鈥�2022 de l'annuaire 茅lectronique. Veuillez mettre 脿 jour l'ann茅e dans la barre d'adresse de votre navigateur pour une version plus r茅cente de cette page, ou .

Offered by: Math. et statistique (Sciences)

Vue d'ensemble

Math茅matiques et Statistiques (Sci) : 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.

Terms: This course is not scheduled for the 2021-2022 academic year.

Instructors: There are no professors associated with this course for the 2021-2022 academic year.

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