Foundations of Mathematical Finance
Description
Course starts January 6th and will meet weekly on Wednesdays from 9:30 to 12:15 for roughly 13 weeks until the end of March.
Assignment #1
- Portfolio selection problem
- Fundamental theorem of asset pricing
- Semimartingale theory
- Primal and dual utility optimization problems
- Risk measure
Schedule
| 09:30 to 12:15 |
Matheus Grasselli, McMaster University and The Fields Institute Location: |
| 09:30 to 12:15 |
No Title Specified
Matheus Grasselli, McMaster University and The Fields Institute Location: |
| 09:30 to 12:15 |
Eckhard Platen, University of Technology Sydney Location: |
| 09:30 to 12:15 |
Eckhard Platen, University of Technology Sydney Location: |
| 09:30 to 12:15 |
No Title Specified
Matheus Grasselli, McMaster University and The Fields Institute Location: |
| 09:30 to 12:15 |
No Title Specified
Matheus Grasselli, McMaster University and The Fields Institute Location: |
| 09:30 to 12:15 |
No Title Specified
Matheus Grasselli, McMaster University and The Fields Institute Location: |
| 09:30 to 12:15 |
Stanley Pliska, University of Illinois - Chicago Location: |
| 09:30 to 12:15 |
Stanley Pliska, University of Illinois - Chicago Location: |
| 09:30 to 12:15 |
No Title Specified
Matheus Grasselli, McMaster University and The Fields Institute Location: |
| 09:30 to 12:15 |
No Title Specified
Matheus Grasselli, McMaster University and The Fields Institute Location: |
| 09:30 to 12:15 |
No Title Specified
Matheus Grasselli, McMaster University and The Fields Institute Location: |
| 09:30 to 12:15 |
No Title Specified
Matheus Grasselli, McMaster University and The Fields Institute Location: |
| 09:30 to 12:15 |
No Title Specified
Matheus Grasselli, McMaster University and The Fields Institute Location: |
| 09:30 to 12:15 |
Marco Frittelli, Università degli studi di Milano Location: |
| 09:30 to 12:15 |
Marco Frittelli, Università degli studi di Milano Location: |
