Financial Markets and Investments
Financial Modelling 2557A/B
Description: Basic securities, financial market conventions, swaps, arbitrage pricing and hedging of forwards/futures, equity options, bonds, theories of the term structure, factors affecting option prices, arbitrage relations of calls and puts, trading strategies involving options, binomial model for stock prices, option pricing by replication under the binomial model.
Term: A/B
Prerequisite(s): A minimum mark of 60% in Calculus 1501A/B or Applied Mathematics 1413, or Calculus 1301A/B with a minimum mark of 85%.
Antirequisite(s): AS2557A/B
Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course
Outlines of this course offered in past school years
| Course | Instructor(s) | Outline | Term | School Year |
| FM2557B001 | Xiaoming Liu |  |
B | 2016/2017 |
| FM2557B001 | Xiaoming Liu | |
B | 2015/2016 |
| FM2557B001 | Xiaoming Liu | |
B | 2014/2015 |