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 2009-2010 academic year.
Instructors: There are no professors associated with this course for the 2010-2011 academic year.
- Restrictions: Not open to students who have taken MATH 330. Not open to students who have taken or are taking MATH 490.