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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 |
|---|---|---|---|
| G100 |
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 |