MA370
Financial Mathematics II
Fall 2020
Topics
- Discrete-time asset models
- arbitrage-free valuation
- static and dynamic hedging
- equivalent martingale measures
- American options and introductory Black–Scholes theory.
Readings
- Financial Mathematics: A Comprehensive Treatment — G. Campolieti and R. N. Makarov (2014).
Winter 2019
Topics
- Discrete-time asset models
- arbitrage-free valuation
- static and dynamic hedging
- equivalent martingale measures
- American options and introductory Black–Scholes theory.
Readings
- Financial Mathematics: A Comprehensive Treatment — G. Campolieti and R. N. Makarov (2014).
Sources
- Course catalogue ↗2026–2027
- Course outline ↗Fall 2020
- Course outline ↗Winter 2019
- Official archived course-outline summary; full course outline and additional materials are referenced on MyLearningSpace. Textbook lists are term-specific, not current purchasing advice.
- Official archived course-outline summary; full course outline and additional materials are referenced on MyLearningSpace. Textbook lists are term-specific, not current purchasing advice.