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Western University Academic Calendar. - 2019
Western Main Campus

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Discrete-time market models, option pricing and replication, risk-neutral valuation and martingale measures, and the fundamental theorem of asset pricing. Discrete-time Black-Scholes. Value-at-risk, mean-variance portfolio analysis, capital asset pricing model. Discrete-time interest rate models. Duration, convexity and immunization. Simulation.

Prerequisite(s): A minimum mark of 60% in one of Business Administration 4413A/B, Financial Modelling 2557A/B; and a minimum mark of 60% in tỷ lệ cá độ bóng đáStatistical Sciences 2857A/B.

Extra Information: 3 lecture hours.

Course Weight: 0.50
Breadth: CATEGORY C i  
Subject Code: FINMOD

This Course is Mentioned in the Following Calendar Pages: