University of Calgary

MATH 383 - Introduction to Mathematical Finance - Fall 2019

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. Also known as: (formerly Applied Mathematics 481)


This course will be offered next in Fall 2020.
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