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MATH520 - Mathematical Finance II

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.

Winter Term 2019

Lecture Sections

Winter Term 2019 - LEC Q1 (87786)

MWF 10:00:00 - 10:50:00 (CAB 457)
Instructor: melnikov@ualberta.ca - Profile

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