Topics among: Incomplete markets; Models with imperfection (markets with transaction costs, constraints or defaults); Risk measures; Interplay between finance and insurance; Mathematical models for the term structure of interest rates. Prerequisites: MATH 520 or consent of the Department.
Topics among: Incomplete markets; Models with imperfection (markets with transaction costs, constraints or defaults); Risk measures; Interplay between finance and insurance; Mathematical models for the term structure of interest rates. Prerequisites: MATH 520 or consent of the Department.
