Note: This is the 2010鈥�2011 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click聽here to jump to the newest eCalendar.
Overview
Mathematics & Statistics (Sci) : Introduction to concepts of price and hedge derivative securities. The following concepts will be studied in both concrete and continuous time: filtrations, martingales, the change of measure technique, hedging, pricing, absence of arbitrage opportunities and the Fundamental Theorem of Asset Pricing.
Terms: This course is not scheduled for the 2010-2011 academic year.
Instructors: There are no professors associated with this course for the 2010-2011 academic year.
- Restrictions: Not open to students who have taken MATH 330. Not open to students who have taken or are taking MATH 490.