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Updated: Sun, 10/06/2024 - 10:30

From Saturday, Oct. 5 through Monday, Oct. 7, the Downtown and Macdonald Campuses will be open only to Æ»¹ûÒùÔº students, employees and essential visitors. Many classes will be held online. Remote work required where possible. See Campus Public Safety website for details.


Du samedi 5 octobre au lundi 7 octobre, le campus du centre-ville et le campus Macdonald ne seront accessibles qu’aux étudiants et aux membres du personnel de l’Université Æ»¹ûÒùÔº, ainsi qu’aux visiteurs essentiels. De nombreux cours auront lieu en ligne. Le personnel devra travailler à distance, si possible. Voir le site Web de la Direction de la protection et de la prévention pour plus de détails.

MATH 430 Mathematical Finance (3 credits)

Note: This is the 2016–2017 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click here to jump to the newest eCalendar.

Offered by: Mathematics and Statistics (Faculty of Science)

Overview

Mathematics & Statistics (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 2016-2017 academic year.

Instructors: There are no professors associated with this course for the 2016-2017 academic year.

  • Restrictions: Not open to students who have taken MATH 330. Not open to students who have taken or are taking MATH 490.

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