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MATH 430. Mathematical Finance.

Credits: 3
Offered by: Mathematics and Statistics (Faculty of Science)
Terms offered: Winter 2027
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Description

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.
  • Prerequisite(s): MATH 243 or MATH 255, and MATH 323 or MATH 356, and MATH 133 or equivalent.

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