University of Calgary
AMAT 581 - ADVANCED FUTURES AND OPTIONS - Winter 2006
Stochastic calculus and the dynamics of asset prices, martingale theory and risk-neutral valuation, interest rate models, energy and commodity markets, value-at-risk and risk management
This course may not be repeated for credit.SyllabusThis course will be offered next in Winter 2008.
This course may not be repeated for credit.
Hours
- H(3-0)
Prerequisite(s)
- Applied Mathematics 483 and Statistics 407
Corequisite(s)
- Statistics 409
Sections
LEC 1 F 11:00 - 12:15
W 13:00 - 14:15Anatoliy Swishchuk TUT 1
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