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Course Listings » Winter 2012 » AMAT 581 - Advanced Futures And Options - Winter 2012

AMAT 581 - Advanced Futures And Options - Winter 2012

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.
Syllabus

Sections

This course will be offered next in Fall 2012.
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