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University of Toronto
University of Toronto
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ACT 460 / STA 2502 - Stochastic Methods for Actuarial Science
University of Toronto
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MMF1928H / STA 2503F - Pricing Theory I / Applied Probability for Mathematical Finance
University of Toronto
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Contents: Binomial Model; No Arbitrage; Numeraires; Replication - Multi-period binomial model; CRR trees; continuous time limit; default model-Measure change and sample paths
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