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 PDF B 2018/2019
FM9521B001 Matt Davison PDF B 2017/2018
FM9521B001 Hao Yu PDF B 2015/2016
FM9521B001 Hao Yu PDF B 2014/2015
FM9521B001 Rogemar Mamon PDF B 2013/2014

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