Note: This is the 2024鈥�2025 eCalendar. Current program and course information is now found in the 黑料网 Course Catalogue at .
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: Summer 2025
Instructors: Davidson, Russell (Summer)
Prerequisite: Permission of instructor.
