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ECON 765 Models for Financial Economics (3 unit茅s)

Offered by: 脡conomie (Arts et service social)

Administered by: 脡tudes sup茅rieures et recherch

Vue d'ensemble

脡conomie (Arts) : A review of mathematical techniques used in modern finance theory, including measure theory and stochastic processes in continuous time (e.g., Brownian motion) and other techniques essential to understanding arbitrage pricing theory, including the pricing of options.

Terms: 脡t茅 2023

Instructors: Davidson, Russell (Summer)

  • Prerequisite: Permission of instructor.

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