Sep 22, 2024  
School of Graduate Studies Calendar, 2016-2017 
    
School of Graduate Studies Calendar, 2016-2017 [-ARCHIVED CALENDAR-]

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MATH 771 / Mathematics of Finance

3 unit(s)

Binomial model of stocks, stochastic calculus, martingales and arbitrage, Black-Scholes equation and pricing derivative securities, fundamental theorems of asset pricing, models of equity and fixed income markets.



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