Social Science (SS) Courses (2015-16)
SS/Ma 214.
Mathematical Finance.
9 units (3-0-6):
first term.
A course on pricing financial derivatives, risk management, and optimal portfolio selection using mathematical models. Students will be introduced to methods of Stochastic, Ito Calculus for models driven by Brownian motion. Models with jumps will also be discussed.
Instructor: Cvitanic.