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Nov 27, 2024
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MATH 3FM3 - Mathematics of Finance3 unit(s)
Introduction to finance in discrete time: Options and forwards, efficient markets and the no arbitrage condition, binomial asset pricing model, portfolio strategies, stochastic processes, conditional expectation, martingales, optimal portfolio selection, exotic options.
Three lectures; one term
Prerequisite(s): One of ISCI 2A18 A/B , MATH 2A03 , 2X03 ; and STATS 2D03
Antirequisite(s): MATH 4K03
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