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MATH625 - Advanced Mathematical Finance

Topics among: Incomplete markets; Models with imperfection (markets with transaction costs, constraints or defaults); Risk measures; Interplay between finance and insurance; Mathematical models for the term structure of interest rates. Prerequisites: MATH 520 or consent of the Department.

Winter Term 2018

Lecture Sections

Winter Term 2018 - LEC Q1 (95459)

MWF 12:00:00 - 12:50:00 (CAB 563)
Instructor: melnikov@ualberta.ca - Profile
Winter Term 2010

Lecture Sections

Winter Term 2010 - LEC Q1 (53635)

MWF 14:00:00 - 14:50:00 (CAB 457)
Instructor: melnikov@ualberta.ca - Profile
Winter Term 2007

Lecture Sections

Winter Term 2007 - LEC Q1 (45158)

MWF 14:00:00 - 14:50:00 (CAB 373)
Instructor: melnikov@ualberta.ca - Profile