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 3 – Apr 8, 2019: Tue, 12:30–2:20 p.m.
|
Burnaby |
|
| G101 |
Jan 3 – Apr 8, 2019: Thu, 12:30–2:20 p.m.
|
Burnaby |