Simple Market Model: one-step binomial model, basic notions and assumptions. Risk-Free Assets: simple interest, zero-coupon bonds, money market account. Risky Assets: dynamic of stock prices, binomial tree model, trinomial tree model. Discrete time market model: stock and money market model, extended models. Portfolio management: risk, two securities, capital asset pricing model. Prerequisite: MATH 253 and one of STAT 265 or MATH 281, or consent of the Department.
| Section | Capacity | Class times | Instructor(s) |
|---|---|---|---|
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LECTURE A1
(81926) |
90 |
2023-09-05 - 2023-12-08 (MWF)
12:00 - 12:50
CSC B-10
Final Exam: 2023-12-15
09:00 - 12:00
CSC B-10
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Primary Instructor: T Choulli
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