Number: 46941
Title: Multi Period Asset Pricing
Concentration: Required
Prerequisites: 46921 - Introduction to Probability
Description: This course introduces the concepts of arbitrage and risk-neutral pricing within the context of multi-period financial models. Key elements of stochastic calculus such as Markov processes martingales filtration and stopping times will be developed within this context. Prerequisite Knowledge of basic probability including random variables expected value variance and conditional expected values.