Fall 2014 – Summer 2015
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: Winter 2015
Instructors: There are no professors associated with this course for the 2014-2015 academic year.