MFM 701, Fall 2019

Foundations of Financial Mathematics

3 unit(s)


Prerequisite(s): Must be enrolled in MFM program

Theoretical development of stochastic calculus in continuous time with emphasis on quantitative risk analysis. Topics include: Measure Theory, Brownian Motion, Ito Calculus, Risk-Neutral Pricing, Stochastic Differential Equations, Connections with Partial Differential Equations, Interest Rate Models.

Up-to-date information presented in your classes

PLEASE REFER TO MOSAIC FOR THE MOST UP-TO-DATE INFORMATION ON TIMES AND ROOMS

 

Go Back
McMaster University - Faculty of Science | Math & Stats