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Stochastic Processes for Insurance and Finance ACMA 830 (4)
General probability theory and stochastic processes. Information and conditioning. Stochastic differential equations. Financial econometrics models. Economic scenario generators. Advanced option pricing.
| Section | Instructor | Day/Time | Location |
|---|---|---|---|
|
Himchan Jeong |
Sep 6 – Oct 6, 2023: Tue, 10:30 a.m.–12:20 p.m.
Oct 11 – Dec 5, 2023: Tue, 10:30 a.m.–12:20 p.m. Sep 6 – Dec 5, 2023: Thu, 10:30–11:20 a.m. |
Burnaby Burnaby Burnaby |
|
| G101 |
Sep 6 – Dec 5, 2023: Thu, 11:30 a.m.–12:20 p.m.
|
Burnaby |