2017 Advanced Topics in Mathematical Finance A

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Academic unit or major
Graduate major in Mathematics
Instructor(s)
-
Class Format
Lecture     
Media-enhanced courses
Day/Period(Room No.)
Wed9-10(H137)  
Group
-
Course number
MTH.D401
Credits
1
Academic year
2017
Offered quarter
1Q
Syllabus updated
2017/3/17
Lecture notes updated
2017/5/31
Language used
Japanese
Access Index

Lecture

Lecture 1 Risks, returns, and asset allocation strategies

2017.4.5(Wed.) 9-10Session

Lecture

Lecture 2 Foreign exchange rates

2017.4.12(Wed.) 9-10Session

Lecture

Lecture 3 Fixed income investments (1)

2017.4.19(Wed.) 9-10Session

Lecture

Lecture 4 Fixed income investments (2), stochastic processes

2017.4.26(Wed.) 9-10Session

Lecture

Lecture 5 Martingales, stochastic integrals

2017.5.10(Wed.) 9-10Session

Lecture

Lecture 6 Asset pricing theory (1)

2017.5.17(Wed.) 9-10Session

Lecture

Lecture 7 Asset pricing theory (2)

2017.5.24(Wed.) 9-10Session

Lecture

Lecture 8 Application of Asset Pricing Theory; term structure of interest rates, multi-currency world

2017.5.31(Wed.) 9-10Session

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