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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. This course includes a scientific communication component.
Three lectures, one tutorial; one term
Prerequisite(s): MATH 3FM3 
Prerequisite(s) (Effective 2024-2025): MATH 3FM3  and registration in Level IV or V of an Honours Actuarial and Financial Mathematics program


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