|  |
 |
 <-- Back to List
Discrete Time Models In Finance
MATH V3050y
Credits:3 pts.
Elementary discrete time methods for pricing financial instruments, such as options. Notions of arbitrage, risk-neutral valuation, hedging, term-structure of interest rates.
Course Sections
Section Number:
001
Call Number:
25507
Course Number:
3050
Section Title:
DISCRETE TIME MODELS IN F
Day/Time:
MW 9:10a - 10:25a
520 Mathematics Building
Course Bulletin: http://www.columbia.edu/cu/bulletin/uwb/subj/MATH/V3050-20091-001
Instructor: E. Schertzer
| |
|
|
