Apr 19, 2024  
School of Graduate Studies Calendar, 2023-2024 
    
School of Graduate Studies Calendar, 2023-2024
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MFM 701 / Foundations of Financial Mathematics

3 unit(s)

Prerequisite(s): Must be enrolled in MFM program

Theoretical development of stochastic calculus in continuous time with emphasis on quantitative risk analysis. Topics include: Measure Theory, Brownian Motion, Ito Calculus, Risk-Neutral Pricing, Stochastic Differential Equations, Connections with Partial Differential Equations, Interest Rate Models.



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