Vue d'ensemble
脡conomie (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.
Trimestres : 脡t茅 2016
Charg茅s de cours : Davidson, Russell (Summer)
Prerequisite: Permission of instructor.