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ECON 765 Models for Financial Economics (3 credits)

Note: This is the 2020鈥�2021 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

Offered by: Economics (Faculty of Arts)

Administered by: Graduate Studies

Overview

Economics (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: This course is not scheduled for the 2020-2021 academic year.

Instructors: There are no professors associated with this course for the 2020-2021 academic year.

  • Prerequisite: Permission of instructor.

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