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Faculty of Science Mathematics & Statistics
Faculty of Science

Mathematics & Statistics

MFM 702, Fall 2018

Risk and Financial Markets

Calendar Description

MFM 702 / Risk and Financial Markets
3 unit(s)

Prerequisite(s): Must be enrolled in MFM program.

Practical overview of global financial markets and securities with an emphasis on understanding the key roles played by mathematicians and the modeling work they use in pricing, hedging and risk assessment. Practical skills are developed following industry practices and requirements. Topics include: Introduction to Markets, Market Data, Stochastic Models, Equity Options, Hedging, Black-Scholes- Merton model, Greeks, Model Shortcomings, Foreign Exchange Options, Fixed Income Instruments, Value at Risk and other practical Risk Measurement and Management Issues and Techniques.

Instructor: D. Lozinski

Up-to-date information presented in your classes

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McMaster University - Faculty of Science

Mailing Address

Department of Mathematics & Statistics
McMaster University

Hamilton Hall, Room 218
1280 Main Street West
Hamilton, Ontario, Canada
L8S 4K1

Contact Information

Office Hours:
8:30 a.m. - 12:00 p.m.
1:00 p.m. - 4:30 p.m.
Telephone Inquiries:
+1 (905) 525-9140 ext.27034
Undergrad Email Inquiries:
undergrad@math.mcmaster.ca

McMaster University - Faculty of Science

Mailing Address

Department of Mathematics & Statistics
McMaster University

Hamilton Hall, Room 218
1280 Main Street West
Hamilton, Ontario, Canada
L8S 4K1

Contact Information

Office Hours:
8:30 a.m. - 12:00 p.m.
1:00 p.m. - 4:30 p.m.
Telephone Inquiries:
+1 (905) 525-9140 ext.27034
Undergrad Email Inquiries:
undergrad@math.mcmaster.ca