Wilfrid Laurier University Undergraduate Academic Calendar - 2012/2013
Canadian Excellence

Financial Mathematics III
0.5 Credit

Continuous-time financial models and riskless asset pricing. Black-Scholes theory. Arbitrage free pricing of European, American, and exotic options. Optional topics: stochastic volatility and jump-diffusion models; continuous-time interest rate models; pricing bonds and derivatives on interest rates.

Additional Course Information
MA370, MA451 (or MA351), MA455.
3 lecture hours

Senate/Editorial Changes

Senate Revision May 23, 2012: MA470 Prerequisite change; effective September 1, 2012.