Rate of Return Models ACMA 815 (2)
An introduction to stochastic models for the rate of return. Time series. Stochastic differential equations. Covariance equivalence principle. Applications. Prerequisite: Permission of the Department. Students with credit for ACMA 820 may not take this course for further credit.
| Section | Instructor | Day/Time | Location |
|---|---|---|---|
|
Gary Parker |
Jan 4 – Apr 7, 2017: Mon, Wed, 2:30–4:20 p.m.
|
Burnaby |