McGill Course Finder
Ratings, difficulty and live seat counts for every course.
⌘K
Sort
—courses Rating Difficulty Reviews Seats

MATH 430 — Mathematical Finance

Introduction to concepts of price and hedge derivative securities. The following concepts will be studied in both concrete and continuous time: filtrations, martingales, the change of measure technique, hedging, pricing, absence of arbitrage opportunities and the Fundamental Theorem of Asset Pricing.

  • Rating: 4.00 out of 5 from 38 student reviews
  • Difficulty: 4.50 out of 5
  • Credits: 3
  • Faculty: Faculty of Science
  • Department: Mathematics and Statistics
  • Prerequisite(s): MATH 243 or MATH 255, and MATH 323 or MATH 356, and MATH 133 or equivalent.