Note: This is the 2020–2021 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
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 2020-2021 academic year.
Instructors: There are no professors associated with this course for the 2020-2021 academic year.
