Overview
Economics (Arts) : A review of mathematical techniques used in modern finance theory, including measure theory and stochastic processes in continuous time (e.g., Brownian motion) and other techniques essential to understanding arbitrage pricing theory, including the pricing of options.
Terms: This course is not scheduled for the 2009-2010 academic year.
Instructors: There are no professors associated with this course for the 2010-2011 academic year.
- Prerequisite: Permission of instructor.