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.


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@ryerson.ca to obtain permission to enrol.


Prerequisite: CMTH 500

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