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MATH 430 Mathematical Finance (3 unités)

Offert par : Math. et statistique (Sciences)

Vue d'ensemble

Mathématiques 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.

Trimestres : Hiver 2016

Chargés de cours : Lamontagne, Francois (Winter)

  • 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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