University of Calgary

AMAT 481 - Introduction to Mathematical Finance - Fall 2012

This course is an introduction to the fundamental concepts of mathematical finance in an elementary setting. Topics include: risk, return, no arbitrage principle; basic financial derivatives: options, forwards and future contracts; risk free assets, time value of money, zero coupon bonds; risky assets, binomial tree model, fundamental theorem of asset pricing; portfolio management and capital asset pricing model; no arbitrage pricing of financial derivatives; hedging.
This course may not be repeated for credit.

Hours

  • H(3-1T)

Prerequisite(s)

  • Mathematics 321 or consent of the division.
Syllabus

Sections

This course will be offered next in Fall 2013.
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