Mar 14, 2025  
University of Alberta Calendar 2020-2021 
    
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University of Alberta Calendar 2020-2021 [ARCHIVED CATALOG]

MATH 625 - Advanced Mathematical Finance

★ 3 (fi 6) (either term, 3-0-0) Topics among: Incomplete markets; Models with imperfection (markets with transaction costs, constraints or defaults); Risk measures; Interplay between finance and insurance; Mathematical models for the term structure of interest rates. Prerequisites: MATH 520 or consent of the Department.