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Feb 19, 2025
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MATH 3P75 - Theory of Financial Mathematics
Mathematical models arising in modern investment practices. Compound interest, annuities, the time-value of money, Markowitz portfolio theory, efficient frontier, random walks, Brownian processes, future contracts, European and American options, and put-call parity. Introduction to Black-Scholes.
Course Format: Lectures, lab, 4 hours per week.
Prerequisite(s): MATH/STAT 2P82
Course Notes: This course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term.
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