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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 |
---|---|---|---|
Jean-Francois Begin |
Sep 4 – Oct 11, 2024: Tue, 10:30 a.m.–12:20 p.m.
Oct 16 – Dec 3, 2024: Tue, 10:30 a.m.–12:20 p.m. Sep 4 – Dec 3, 2024: Thu, 10:30–11:20 a.m. Sep 4 – Dec 3, 2024: Fri, 9:30–11:20 a.m. |
Burnaby Burnaby Burnaby Burnaby |