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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 2018

Lecture Sections

Fall Term 2018 - LEC A1 (63418)

MWF 12:00:00 - 12:50:00 (V 103)
Instructor: abel@ualberta.ca - Profile

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