A quantitative introduction to financial economics. The topics include arbitrage pricing theory, forwards and futures, American and European options, interest rate derivatives, yield curves, arbitrage hedging and pricing, put-call parity, arbitrage bounds, binomial model, Black-Scholes formula, risk-neutral valuation, trinomial model. The course ensures an adequate preparation for exam MFE of the Society of Actuaries. Prerequisites: SC/MATH 2030 3.00; SC/MATH 2280 3.00
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