Academic Calendar - 2018 ARCHIVE
Western University Academic Calendar. - 2018ARCHIVE
Financial Modelling 3613A/B
MATHEMATICS OF FINANCIAL OPTIONS
An introduction to modern financial mathematics using a differential equations approach. Stochastic differential equations and their related partial differential equations. The Fokker-Planck and Kolmogorov PDEs. No-arbitrage pricing, the Black-Scholes equation and its solutions. American options. Exotic options.
Antirequisite(s): The former Applied Mathematics 3613A/B.
Prerequisite(s): Applied Mathematics 2402A or the former Differential Equations 2402A; or Statistical Sciences 2503A/B (or the former Applied Mathematics 2503A/B).
Extra Information:3 lecture hours.
Course Weight: 0.50
Breadth:
CATEGORY C
i
Subject Code: FINMOD
This Course is Mentioned in the Following Calendar Pages:
Financial Modelling 3613A/B
MATHEMATICS OF FINANCIAL OPTIONS
An introduction to modern financial mathematics using a differential equations approach. Stochastic differential equations and their related partial differential equations. The Fokker-Planck and Kolmogorov PDEs. No-arbitrage pricing, the Black-Scholes equation and its solutions. American options. Exotic options.
Antirequisite(s): The former Applied Mathematics 3613A/B.
Prerequisite(s): Applied Mathematics 2402A or the former Differential Equations 2402A; or Statistical Sciences 2503A/B (or the former Applied Mathematics 2503A/B).
Extra Information:3 lecture hours.
Financial Modelling 4521A/B - ADVANCED FINANCIAL MODELLING
Faculty of Science | Applied Mathematics | HONORS SPECIALIZATION IN APPLIED MATHEMATICS
Faculty of Science | Applied Mathematics | SPECIALIZATION IN APPLIED MATHEMATICS
Faculty of Science | Statistical and Actuarial Sciences | MAJOR IN FINANCIAL MODELLING
Faculty of Science | Statistical and Actuarial Sciences | MINOR IN APPLIED FINANCIAL MODELLING