University of Calgary

AMAT 481 - Introduction to Mathematical Finance - Fall 2017

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.


  • H(3-1T)


  • Statistics 321.


Powered by UNITIS. More features.