ACTSC 846 - Mathematics of Financial Markets
This course covers mathematical techniques for no-arbitrage pricing and hedging financial derivatives. Topics to be covered can be classified into three broad ares: derivatives markets (options; forwards and futures; other derivatives; put-call parity), discrete-time financial models (binomial models; general multi-period models; fundamental theorems of asset pricing; risk-neutral probability), and continuous-time financial models (basic stochastic calculus and Ito's lemma; Black-Scholes model; interest rate models and bond pricing).
Offerings
Winter 2026 [1261]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6049 | 0 / 5 | 13:00 - 14:20 | T,Th | | |
Fall 2025 [1259]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6305 | 0 / 6 | 14:30 - 15:50 | M,W | | |
| TUT 101 | 7036 | 0 / 6 | 10:30 - 11:20 | F | | |
Spring 2025 [1255]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4839 | 0 / 10 | 08:30 - 09:50 | T,Th | | |
| TUT 101 | 4840 | 0 / 10 | 14:30 - 15:20 | W | | |
Winter 2025 [1251]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6139 | 3 / 5 | 14:30 - 15:50 | T,Th | | |
| TUT 101 | 6566 | 3 / 5 | 13:30 - 14:20 | F | | |
Winter 2024 [1241]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6172 | 1 / 10 | 14:30 - 15:50 | M,W | | |
| TUT 101 | 6681 | 1 / 10 | 10:30 - 11:20 | F | | |
Fall 2023 [1239]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6153 | 0 / 10 | 08:30 - 09:50 | T,Th | | |
| TUT 101 | 8868 | 0 / 10 | 12:30 - 13:20 | F | | |
Winter 2023 [1231]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6336 | 1 / 20 | 16:00 - 17:20 | M,W | RCH 110 | Mikko Pakkanen |
| TUT 101 | 8730 | 1 / 20 | 13:30 - 14:20 | M | MC 2054 | Mikko Pakkanen |
Fall 2022 [1229]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 7258 | 0 / 15 | | | | |
Winter 2022 [1221]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6238 | 3 / 20 | 16:00 - 17:20 | T,Th | MC 2066 | Ruodu Wang |
Fall 2021 [1219]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6241 | 6 / 15 | | | | Christiane Lemieux |
Winter 2021 [1211]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 041 | 6289 | 3 / 10 | | | | Ruodu Wang |
Fall 2020 [1209]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 041 | 6137 | 10 / 15 | | | | Bin Li |
Spring 2020 [1205]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4981 | 3 / 5 | | | | Mario Ghossoub |
Winter 2020 [1201]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6141 | 1 / 10 | 13:00 - 14:20 | M,W | E2 1736 | Mario Ghossoub |
| TUT 101 | 6142 | 1 / 10 | 12:30 - 13:20 | F | DC 1350 | Mario Ghossoub |
Fall 2019 [1199]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5957 | 1 / 10 | 14:30 - 15:50 | T,Th | MC 2066 | Alexander Schied |
| TUT 101 | 8915 | 1 / 10 | 16:30 - 17:20 | T | STC 0060 | Alexander Schied |
Winter 2019 [1191]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6030 | 1 / 10 | 10:00 - 11:20 | T,Th | AL 208 | Ruodu Wang |
| TUT 101 | 6031 | 1 / 10 | 17:30 - 18:20 | T | MC 2066 | Ruodu Wang |
Fall 2018 [1189]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5803 | 2 / 25 | 10:00 - 11:20 | M,W | STC 0040 | Mario Ghossoub |
Spring 2018 [1185]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4952 | 2 / 10 | 08:30 - 09:50 | T,Th | MC 2038 | Chengguo Weng |
| TUT 101 | 4953 | 2 / 10 | 13:30 - 14:20 | M | MC 2038 | Chengguo Weng |
Winter 2018 [1181]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6097 | 2 / 10 | 10:00 - 11:20 | T,Th | RCH 307 | Ruodu Wang |
| TUT 101 | 6098 | 2 / 10 | 13:30 - 14:20 | F | DC 1351 | Ruodu Wang |
Fall 2017 [1179]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5897 | 11 / 25 | 08:30 - 09:50 | T,Th | STC 0010 | Chengguo Weng |
| TUT 101 | 5937 | 11 / 25 | 13:30 - 14:20 | W | MC 4059 | Chengguo Weng |
Winter 2017 [1171]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5837 | 7 / 10 | 16:00 - 17:20 | T,Th | MC 2065 | Alexander Schied |
| TUT 101 | 5838 | 7 / 10 | 15:30 - 16:20 | W | MC 2065 | Alexander Schied |
Fall 2016 [1169]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5875 | 11 / 12 | 11:30 - 12:50 | M,W | STC 0060 | Chengguo Weng |
| TUT 101 | 5915 | 11 / 12 | 16:30 - 17:20 | T | MC 4059 | Chengguo Weng |
Winter 2016 [1161]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6401 | 5 / 10 | 13:00 - 14:20 | T,Th | DWE 1501 | Chengguo Weng |
| TUT 101 | 6402 | 5 / 10 | 16:30 - 17:20 | T | B1 271 | Chengguo Weng |
Fall 2015 [1159]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6142 | 3 / 15 | 08:30 - 09:50 | T,Th | MC 4021 | Christiane Lemieux |
| TUT 101 | 6182 | 3 / 15 | 14:30 - 15:20 | M | MC 2066 | Christiane Lemieux |
Winter 2015 [1151]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6214 | 3 / 20 | 08:30 - 09:50 | M,W | DC 1350 | Bin Li |
| TUT 101 | 6215 | 3 / 20 | 08:30 - 09:20 | F | DC 1350 | Bin Li |
Fall 2014 [1149]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5809 | 6 / 25 | 13:30 - 14:50 | T,Th | RCH 301 | Ruodu Wang |
| TUT 101 | 5849 | 6 / 25 | 09:30 - 10:20 | F | MC 1085 | Ruodu Wang |
Winter 2014 [1141]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6103 | 4 / 20 | 08:30 - 09:50 | T,Th | DC 1350 | Javid Ali |
| TUT 101 | 6104 | 4 / 20 | 16:30 - 17:20 | M | M3 1006 | Javid Ali |
Fall 2013 [1139]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5465 | 13 / 25 | 11:30 - 12:50 | T,Th | DC 1350 | Bin Li |
| TUT 101 | 5505 | 13 / 25 | 13:30 - 14:20 | F | M3 1006 | Bin Li |
Winter 2013 [1131]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 7884 | 7 / 20 | 14:30 - 15:50 | T,Th | AL 113 | Ruodu Wang |
| TUT 101 | 7885 | 7 / 20 | 16:00 - 16:50 | T | AL 113 | |
Fall 2012 [1129]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5397 | 16 / 35 | 11:30 - 12:50 | T,Th | MC 1085 | Chengguo Weng |
| TUT 101 | 5442 | 16 / 35 | 15:30 - 16:20 | W | DC 1351 | Chengguo Weng |
Winter 2012 [1121]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5069 | 4 / 20 | 14:30 - 15:50 | T,Th | DC 1350 | Adam A Kolkiewicz |
| TUT 101 | 5228 | 4 / 20 | 16:00 - 16:50 | T | DC 1351 | Adam A Kolkiewicz |
Fall 2011 [1119]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5227 | 13 / 25 | 11:30 - 12:50 | T,Th | MC 2066 | Christiane Lemieux |
| TUT 101 | 5273 | 13 / 25 | 15:30 - 16:20 | W | MC 2065 | |
Winter 2011 [1111]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5023 | 0 / 20 | 14:30 - 15:50 | T,Th | MC 2066 | Xiaorong Zou |
| TUT 101 | 5197 | 0 / 20 | 16:00 - 16:50 | T | MC 2066 | |
Fall 2010 [1109]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5273 | 12 / 25 | 13:30 - 14:20 | M,W,F | MC 1085 | Christiane Lemieux |
| TUT 101 | 5320 | 12 / 25 | 15:30 - 16:20 | F | MC 1085 | |
Winter 2010 [1101]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4972 | 1 / 8 | 11:30 - 12:50 | T,Th | MC 1085 | Jean-Francois Renaud |
| TUT 101 | 5178 | 1 / 8 | 16:00 - 16:50 | T | MC 1085 | |
Fall 2009 [1099]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5013 | 13 / 25 | 13:30 - 14:20 | M,W,F | MC 1085 | Adam A Kolkiewicz |
| TUT 101 | 5061 | 13 / 25 | 15:30 - 16:20 | F | AL 113 | |
Winter 2009 [1091]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4181 | 5 / 8 | 14:30 - 15:20 | M,W,F | MC 4059 | Jean-Francois Renaud |
| TUT 101 | 4413 | 5 / 8 | 16:30 - 17:20 | W | MC 4045 | |
Fall 2008 [1089]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3905 | 7 / 15 | 09:30 - 10:20 | M,W,F | MC 4021 | Jean-Francois Renaud |
| TUT 101 | 3955 | 7 / 15 | 15:30 - 16:20 | F | MC 4021 | |
Winter 2008 [1081]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3344 | 8 / 8 | 11:30 - 12:20 | M,W,F | MC 4042 | Carole Bernard |
| TUT 101 | 3580 | 8 / 8 | 16:30 - 17:20 | W | MC 4042 | Carole Bernard |
Fall 2007 [1079]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3628 | 8 / 15 | 13:00 - 14:20 | T,Th | MC 4058 | Carole Bernard |
| TUT 101 | 3679 | 8 / 15 | 15:30 - 16:20 | F | MC 2035 | Carole Bernard |
Winter 2007 [1071]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3278 | 0 / 3 | 11:30 - 12:20 | M,W,F | MC 4045 | David Landriault |
| TUT 101 | 3534 | 0 / 3 | 16:30 - 17:20 | W | RCH 307 | David Landriault |
Fall 2006 [1069]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3530 | 11 / 15 | 13:00 - 14:20 | T,Th | RCH 302 | Adam A Kolkiewicz |
| TUT 101 | 3588 | 11 / 15 | 15:30 - 16:20 | F | RCH 103 | Adam A Kolkiewicz |
Winter 2006 [1061]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3149 | 8 / 10 | 11:30 - 12:20 | M,W,F,R,C,H | | Weidong Tian |
| TUT 101 | 3437 | 8 / 10 | 16:30 - 17:20 | W,M,C | | Weidong Tian |
Fall 2005 [1059]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3552 | 6 / 15 | 13:00 - 14:20 | T,Th,D,W,E | | Weidong Tian |
| TUT 101 | 3616 | 6 / 15 | 16:30 - 17:20 | W,D,W,E | | Weidong Tian |
Winter 2005 [1051]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3089 | 12 / 25 | 11:30 - 12:20 | M,W,F,M,C | | Ken S Tan |
| TUT 101 | 3399 | 12 / 25 | 16:30 - 17:20 | W,M,C | | Ken S Tan |
Fall 2004 [1049]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3559 | 10 / 15 | 13:00 - 14:20 | T,Th,D,W,E | | Weidong Tian |
| TUT 101 | 3633 | 10 / 15 | 16:30 - 17:20 | W,D,W,E | | Weidong Tian |
Winter 2004 [1041]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 2938 | 3 / 25 | 11:30 - 12:20 | M,W,F,M,C | | Weidong Tian |
| TUT 101 | 3268 | 3 / 25 | 16:30 - 17:20 | W,M,C | | Weidong Tian |
Fall 2003 [1039]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3512 | 11 / 14 | 13:00 - 14:20 | T,Th,O,P,T | | Adam A Kolkiewicz |
| TUT 101 | 4707 | 11 / 14 | 16:30 - 17:20 | W,M,C | | Adam A Kolkiewicz |
Winter 2003 [1031]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 1631 | 6 / 25 | 08:30 - 09:20 | M,W,F,M,C | | Adam A Kolkiewicz |
| TUT 101 | 4601 | 6 / 25 | 16:30 - 17:20 | M,M,C | | Adam A Kolkiewicz |
Fall 2002 [1029]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5059 | 7 / 15 | 09:30 - 10:20 | M,W,F,M,C | | Adam A Kolkiewicz |
| TUT 101 | 5060 | 7 / 15 | 11:30 - 12:20 | M,M,C | | Adam A Kolkiewicz |
Winter 2002 [1021]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4353 | 7 / 25 | 08:30 - 09:20 | M,W,F,M,C | | Rogemar Mamon |
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