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MATH 430 Mathematical Finance (3 unit茅s)

Offered by: Math. et statistique (Facult茅 des sciences)

Vue d'ensemble

Math茅matiques et Statistiques (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: Hiver 2025

Instructors: Kelome, Djivede (Winter)

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