printer friendly pageMATH 238: Mathematical Finance (STATS 250)
Stochastic models of financial markets. Forward and futures contracts. European options and equivalent martingale measures. Hedging strategies and management of risk. Term structure models and interest rate derivatives. Optimal stopping and American options. Corequisites:
MATH 236 and 227 or equivalent.
Terms: Win
| Units: 3
Instructors:
Papanicolaou, G. (PI)
;
Horel, E. (TA)
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