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Course Listings » Winter 2008 » AMAT 581 - Advanced Futures And Options - Winter 2008

AMAT 581 - Advanced Futures And Options - Winter 2008

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.

Hours

  • H(3-0)

Prerequisite(s)

  • Applied Mathematics 483 and Statistics 407

Corequisite(s)

  • Statistics 409

Sections

  • LEC 1M 11:00 - 12:00
    M 14:00 - 15:00
    W 11:00 - 12:00
    M 14:00 - 15:00
    T 12:30 - 14:00
    		Antony WareOutline
This course will be offered next in Winter 2009.
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