Nov 27, 2024  
Undergraduate Calendar 2017-2018 
    
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Undergraduate Calendar 2017-2018 [-ARCHIVED CALENDAR-]

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MATH 4FM3 - Financial Markets and Derivatives

3 unit(s)
Modelling 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.
Three lectures; one term
Prerequisite(s): MATH 3FM3 


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