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Overview
Mathematics & Statistics (Sci) : Introduction to concepts of price and hedge derivative securities. The following concepts will be studied in both concrete and continuous time: filtrations, martingales, the change of measure technique, hedging, pricing, absence of arbitrage opportunities and the Fundamental Theorem of Asset Pricing.
Terms: This course is not scheduled for the 2022-2023 academic year.
Instructors: There are no professors associated with this course for the 2022-2023 academic year.