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Course Description

Topics include: Introduction to the fundamental topics in financial mathematics including fixed income instruments and derivative pricing. Stochastic calculus, martingales and Ito's formula are the main modeling tools used in the course. Pricing and hedging for a wide range of option contracts and future derivatives are developed for several models and by means of analytical and numerical techniques.

Notes

Students currently enrolled in the Financial Mathematics Undergraduate Degree program will not be permitted to register in this course. All other students should contact ce@torontomu.ca to obtain permission to enrol.

Requisites

Prerequisite: CMTH 500
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Course Sections
Class Number
12958
Section Schedule
Sep 03, 2024 to Dec 05, 2024
Type
LEC
Days
T
Time
10:00AM to 1:00PM
Dates
Sep 03, 2024 to Dec 03, 2024
Type
LEC
Days
Th
Time
11:00AM to 12:00PM
Dates
Sep 05, 2024 to Dec 05, 2024
Schedule
View Details
Contact Hours
52.0
Location
  • Downtown
Delivery Options
Classroom  
Fees
Domestic Fee non-credit $879.04 Click here to get more information
Domestic Out of Province Fee non-credit $0.00 Click here to get more information
International Fee non-credit $0.00 Click here to get more information