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

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MATH 772 / Topics in Financial Mathematics

3 unit(s)

Selected topics in financial mathematics, such as stochastic models in finance, pricing and hedging financial derivatives, analysis of financial time series/model calibration, portfolio optimization, interest rate theory, credit risk, Monte-Carlo methods, finite difference methods.


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