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MATH 772, Winter 2013

Topics in Financial Mathematics

Calendar Description
Selected topics in financial mathematics, such as stochastic models in finance, pricing and hedging financial derivatives, analysis of financial time series/model calibration, portfolio optimization, interest rate theory, credit risk, Monte‐Carlo methods, finite difference methods.





Section   Time/Location  Instructor   Office Hours
01   Tues 6:30-9:30 HH/217  Dr. .