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Course Listings » Fall 2017 » ACSC 515 - Models for Financial Economics - Fall 2017

ACSC 515 - Models for Financial Economics - Fall 2017

Survey of financial derivatives, valuation of derivatives using binomial trees, Black-Scholes-Merton equation, dynamic hedging, Brownian motion and Ito¿s Lemma.
This course may not be repeated for credit.

Hours

  • H(3-0)

Prerequisite(s)

  • Actuarial Science 325; Statistics 321 or Mathematics 321.

Antirequisite(s)

  • Credit for Actuarial Science 515 and 539.04 will not be allowed.
Syllabus

Sections

This course will be offered next in Winter 2019.
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