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MATH356 - Introduction to Mathematical Finance I

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 STAT 265 or consent of the Department.

Fall Term 2017

Lecture Sections

Fall Term 2017 - LEC A1 (68788)

MWF 12:00:00 - 12:50:00 (SAB 331)
Instructor: abel@ualberta.ca - Profile
Fall Term 2016

Lecture Sections

Fall Term 2016 - LEC A1 (53649)

MWF 12:00:00 - 12:50:00 (SAB 331)
Instructor: abel@ualberta.ca - Profile
Fall Term 2015

Lecture Sections

Fall Term 2015 - LEC A1 (53966)

MWF 12:00:00 - 12:50:00 (SAB 331)
Instructor: tchoulli@ualberta.ca - Profile
Fall Term 2014

Lecture Sections

Fall Term 2014 - LEC A1 (64531)

MWF 12:00:00 - 12:50:00 (SAB 331)
Instructor: cfrei@ualberta.ca - Profile
Fall Term 2013

Lecture Sections

Fall Term 2013 - LEC A1 (45061)

MWF 12:00:00 - 12:50:00 (SAB 331)
Instructor: cfrei@ualberta.ca - Profile
Fall Term 2012

Lecture Sections

Fall Term 2012 - LEC A1 (45908)

MWF 12:00:00 - 12:50:00 (SAB 331)
Instructor: cfrei@ualberta.ca - Profile
Fall Term 2011

Lecture Sections

Fall Term 2011 - LEC A1 (36310)

MWF 12:00:00 - 12:50:00 (SAB 331)
Instructor: tchoulli@ualberta.ca - Profile
Fall Term 2010

Lecture Sections

Fall Term 2010 - LEC A1 (37047)

MWF 15:00:00 - 15:50:00 (CAB 239)
Instructor: tchoulli@ualberta.ca - Profile
Fall Term 2009

Lecture Sections

Fall Term 2009 - LEC A1 (33968)

MWF 15:00:00 - 15:50:00 (CAB 239)
Instructor: TBD
Fall Term 2008

Lecture Sections

Fall Term 2008 - LEC A1 (54819)

MWF 15:00:00 - 15:50:00 (CAB 239)
Instructor: tchoulli@ualberta.ca - Profile
Fall Term 2007

Lecture Sections

Fall Term 2007 - LEC A1 (94627)

MWF 15:00:00 - 15:50:00 (CAB 273)
Instructor: TBD