MATH 625 - Advanced Mathematical Finance

Course Career Graduate
Units 3
Approved Hours 3-0-0
Fee index 6
Faculty Science
Department Mathematical & Statistical Sci
Typically Offered either term

Description
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.