MAT 4372 Financial Mathematics
3 units
Mathematics
Faculty of Science
Review of conditional expectation and an introduction to martingales, stopping times and the Snell envelope. Interest rate and present value, discrete time option pricing. Review of the multivariate normal with applications to Markovitz portfolio theory. An introduction to Brownian motion and the Black-Scholes formula for European options.
Components:
Lecture
Previously Offered Terms:
Winter
French Equivalent:
All Professors
A- Average (7.581)
Most Common: A+ (33%)
148 students
F
D
C
B
A-
A+
Unknown Professor
Winter 2022 - A00
A- Average (8.490)
Most Common: A+ (43%)
51 students
F
D
C
B
A-
A+