MATH 356 - Introduction to Mathematical Finance I

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

Faculty of Science

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.

No syllabi

Fall Term 2024


Section Capacity Class times Login to view Instructor(s) and Location
2024-09-03 - 2024-12-09 (MWF)
12:00 - 12:50