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Description
Theory of Financial Mathematics Mathematical models arising in modern investment practices. Compound interest, annuities, the time-value of money, Markowitz portfolio theory, efficient frontier, random walks, Brownian processes, future contracts, European and American options, and put-call parity. Introduction to Black-Scholes. Lectures, lab, 4 hours per week. Prerequisite(s): MATH/STAT 2P82 . Note: this course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term.
Prerequisites
- Prerequisite(s): MATH/STAT 2P82 .
Conditions and arrangements
- Prerequisite(s): MATH/STAT 2P82 .
- Note: this course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term.
Reference text in its original language
Theory of Financial Mathematics Mathematical models arising in modern investment practices. Compound interest, annuities, the time-value of money, Markowitz portfolio theory, efficient frontier, random walks, Brownian processes, future contracts, European and American options, and put-call parity. Introduction to Black-Scholes. Lectures, lab, 4 hours per week. Prerequisite(s): MATH/STAT 2P82 . Note: this course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term.
- Prerequisite(s): MATH/STAT 2P82 .
- Note: this course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term.
Sources and references
Dates and sources are retained to help you verify the information. Translations are provided to facilitate reading; the official source governs conditions and requirements.
Source reference : https://brocku.ca/webcal/2024/undergrad/math.html