ACTSC 446 Mathematical Models in FinanceActuarial Science (2009-2010)
Mathematical techniques used to price and hedge derivative securities in modern finance. Modelling, analysis and computations for financial derivative products, including exotic options and swaps in all asset classes. Applications of derivatives in practice. [Offered: F,W]
Prerequisites: (AFM 372/ACTSC 391 or (ACTSC 231 and 371) or (ACTSC 231 and BUS 393W)), (STAT 333 or 334); ACTSC, Bus/Math double degree, Math/Bus Fin Opt, Math/FARM, Math Finance, Math/Accounting Act Sci or Fin Opt students.
Antirequisites: BUS 423W, ECON 372
Notes: (Cross-listed with STAT 446)
Sections For Fall 2009
| Lectures | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| Zou, Xiaorong | 01:30-02:20 M T W Th F | 53/64 | 2 | 2 | 101 | MC 4042 | 7451 | |
| NO ACTSC,STAT,Dbl Deg,PMATH | 53/64 | |||||||
| Kolkiewicz, Adam A | 01:30-02:20 M T W Th F | 93/90 | 1 | 1 | 101 | MC 1085 | 5246 | |
| ACTSC,STAT,Dbl Deg,PMATH | 87/90 | |||||||
| Held With: ACTSC 846 | ||||||||
| Held With: STAT 446 | ||||||||
| Held With: STAT 846 | ||||||||
| Tutorials | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| TBA | 03:30-04:20 M T W Th F | 146/154 | 101 | 99 | 99 | AL 113 | 5247 | |
| Held With: ACTSC 846 | ||||||||
| Held With: STAT 446 | ||||||||
| Held With: STAT 846 | ||||||||
Sections For Spring 2009
| Lectures | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| TBA | TBA | 0/1 | 1 | 1 | OFF OTHER | 4684 | ||