Financial Modelling II
Financial Modelling 9521B
Description: Options Pricing in continuous time. The Black Scholes PDE. Equivalent Martingale Measures. Options Pricing and Hedging. An introduction to interest rate models.
Term: B
Extra Information: Formerly listed as Statistical Science 9521b.
Outlines of this course offered in past school years
| Course | Instructor(s) | Outline | Term | School Year |
| FM9521B001 | Hao Yu |  |
B | 2018/2019 |
| FM9521B001 | Matt Davison | |
B | 2017/2018 |
| FM9521B001 | Hao Yu | |
B | 2015/2016 |
| FM9521B001 | Hao Yu | |
B | 2014/2015 |
| FM9521B001 | Rogemar Mamon | |
B | 2013/2014 |