University of Calgary

ACSC 515 - Models for Financial Economics - Winter 2022

Survey of financial derivatives, valuation of derivatives using binomial trees, Black-Scholes-Merton equation, dynamic hedging, Brownian motion and Ito's Lemma.
This course may not be repeated for credit.

Hours

  • H(3-0)

Prerequisite(s)

  • Actuarial Science 325 and Statistics 321.

Antirequisite(s)

  • Credit for Actuarial Science 515 and 539.04 will not be allowed.

Sections

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