Subject: 
Actuarial Science (ACTSC)
Catalog number: 
970
Unit weight: 
0.50
Meet type: 
LEC
Grading basis: 
NUM
Cross-listing(s): 
ACC-770
Requisites: 
Description: 
The course introduces options and other derivative securities in different asset classes. The main focus is on methods of pricing in a multi-period setting, but continuous-time models are also discussed. Topics may include no-arbitrage pricing theory, the fundamental theory of asset pricing, complete and incomplete markets,and pricing of complex financial instruments.
Topic titles: 
N/A
Faculty: 
Mathematics (MAT)
Academic level: 
GRD
Course ID: 
000044