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Note: This is the 2022鈥�2023 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

MATH 430 Mathematical Finance (3 unit茅s)

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 2022-2023 academic year.

Instructors: There are no professors associated with this course for the 2022-2023 academic year.

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