MATH 520 - Mathematical Finance II

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

Faculty of Science

Financial markets in continuous-time: Arbitrage, completeness, self-financing strategies. Black Scholes model. Option pricing and hedging: European, American and exotic options. Consumption-investment problem: Utility maximization, optimal portfolio and optimal consumption. Prerequisite: MATH 515. Corequisite: MATH 510 or consent of the Department.

No syllabi

Winter Term 2025

Lectures

Section Capacity Class times Login to view Instructor(s) and Location
LECTURE Q1
(78828)
20
2025-01-06 - 2025-04-09 (MWF)
10:00 - 10:50