May 03, 2024  
School of Graduate Studies Calendar, 2015-2016 
    
School of Graduate Studies Calendar, 2015-2016 [-ARCHIVED CALENDAR-]

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BUSINESS F772 / Financial Economics II

3 unit(s)

This course extends BUSINESS F771  to include continuous-time models of security valuation and, especially, models for the pricing of derivative securities. The course will also discuss issues related to the non-arbitrage condition in asset pricing, models of the term structure of interest rates and default risk models.



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