ECON 765 Models for Financial Economics (3 credits)

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ECON 765 Models for Financial Economics (3 credits)

Note: This is the 2021鈥�2022 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: Summer 2022

Instructors: Davidson, Russell (Summer)