Aug 16, 2026  
School of Graduate Studies Calendar, 2018-2019 
    
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School of Graduate Studies Calendar, 2018-2019 [-ARCHIVED CALENDAR-]

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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.


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