Note: This is the 2018–2019 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
Overview
Economics (Arts) : A review of mathematical techniques used in modern finance theory, including measure theory and stochastic processes in continuous time (e.g., Brownian motion) and other techniques essential to understanding arbitrage pricing theory, including the pricing of options.
Terms: Summer 2019
Instructors: Davidson, Russell (Summer)
Prerequisite: Permission of instructor.