University of Calgary

MATH 383 - Introduction to Mathematical Finance - Fall 2023

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)


  • LEC 1MWF 10:00 - 10:50
    TUT 1R 08:00 - 08:50
This course will be offered next in Fall 2024.
Powered by UNITIS. More features.