FIN 703 - Advanced Seminar in Finance III

3 units (fi 6)(EITHER, 3-0-0)

Faculty of Business

Provides advanced mathematical coverage of important topics in finance. Potential topics include continuous-time models of asset pricing and portfolio choice, pricing and hedging of derivative securities, and the applications of contingent claim pricing models to the valuation of real assets and corporate liabilities. Prerequisite: Open to doctoral students in the Faculty of Business, the Department of Economics and the Program of Mathematical Finance. For all other students, written permission of instructor required. Approval of the Business PhD Program Director is also required for non-PhD students.