
Note: This is the 2024–2025 eCalendar. Current program and course information is now found in the 91µ¼º½ÊÓÆµ Course Catalogue at .
Note: This is the 2024–2025 eCalendar. Current program and course information is now found in the 91µ¼º½ÊÓÆµ Course Catalogue at .
Économie (Arts) : A review of mathematical techniques used in modern finance theory, including measure theory and stochastic processes in continuous time (e.g., Brownian motion) and other techniques essential to understanding arbitrage pricing theory, including the pricing of options.
Terms: Été 2025
Instructors: Davidson, Russell (Summer)
Prerequisite: Permission of instructor.