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Note: This is the 2024–2025 eCalendar. Current program and course information is now found in the Ä¢¹½¶ÌÊÓÆµ Course Catalogue at .

MATH 430 Mathematical Finance (3 unités)

Offered by: Math. et statistique (Faculté des sciences)

Vue d'ensemble

Mathématiques et Statistiques (Sci) : Introduction to concepts of price and hedge derivative securities. The following concepts will be studied in both concrete and continuous time: filtrations, martingales, the change of measure technique, hedging, pricing, absence of arbitrage opportunities and the Fundamental Theorem of Asset Pricing.

Terms: Hiver 2025

Instructors: Kelome, Djivede (Winter)

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