Nov 15, 2024  
School of Graduate Studies Calendar, 2013-2014 
    
Catalog Navigation
  Calendar Home
  Directory for Information
  Officers of Administration
  Sessional Dates 2013-2014
  Graduate Study at McMaster University
  General Regulations of the Graduate School
  Regulations for Master’s Degrees
  Regulations for the Doctor of Philosophy Degree
  Financial Matters
  Additional University Regulations Affecting Graduate Students
  General Information
  Graduate Scholarships, Bursaries and Other Awards
  Governing Bodies

  Areas of Study
  DeGroote School of Business
  Faculty of Engineering
  Faculty of Humanities
  Faculty of Health Sciences
  Faculty of Science
  Faculty of Social Sciences
  Interdisciplinary
  Course Listings
  My Favourites
HELP
School of Graduate Studies Calendar, 2013-2014 [-ARCHIVED CALENDAR-]

Facebook this Page (opens a new window)
Tweet this Page (opens a new window)
Add to Favourites (opens a new window)

MATH *6FM3 / Financial Markets and Derivatives

3 unit(s)

Modeling of options, futures, interest rate securities and other financial derivatives in continuous time using Brownian motion and stochastic calculus. Topics include risk-neutral pricing, the Black-Scholes framework, dynamic hedging, volatility and risk.


Facebook this Page (opens a new window)
Tweet this Page (opens a new window)
Add to Favourites (opens a new window)