Apr 25, 2024  
University of Alberta Calendar 2019-2020 
    
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University of Alberta Calendar 2019-2020 [ARCHIVED CATALOG]

MATH 356 - Introduction to Mathematical Finance I

★ 3 (fi 6) (first term, 3-0-0) Simple Market Model: one-step binomial model, basic notions and assumptions. Risk-Free Assets: simple interest, zero-coupon bonds, money market account. Risky Assets: dynamic of stock prices, binomial tree model, trinomial tree model. Discrete time market model: stock and money market model, extended models. Portfolio management: risk, two securities, capital asset pricing model. Prerequisite: MATH 253 and STAT 265 or consent of the Department.