Social Science (SS) Graduate Courses (2023-24)
SS/Ma 214. Mathematical Finance. 9 units (3-0-6): first term. A course on pricing financial derivatives, risk management, optimal portfolio selection, financial markets equilibria, and optimal compensation of managers using mathematical models. Students will be introduced to methods of Stochastic, Ito Calculus for models driven by Brownian motion. Instructor: Cvitanic.