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ECON 765 Models for Financial Economics (3 credits)

Offered by: Economics (Faculty of Arts)

Administered by: Graduate Studies

Overview

Economics (Arts) : A review of mathematical techniques used in modern finance theory, including measure theory and stochastic processes in continuous time (e.g., Brownian motion) and other techniques essential to understanding arbitrage pricing theory, including the pricing of options.

Terms: Summer 2023

Instructors: Davidson, Russell (Summer)

  • Prerequisite: Permission of instructor.

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