This course aims at developing quantitative skills for the pricing and hedging of financial derivatives, using stochastic calculus and partial differential equations. It will enable you to design both discrete and continuous-time financial pricing models by combining the power of analytical and probabilistic methods. This is a level 4 course and no finance prerequisite is required.
| Academic Units | 4 |
| Exam Schedule | Fri Nov 28 2025 00:00:00 GMT+0000 (Coordinated Universal Time) 09:00-11:00 |
| Grade Type | Letter Graded |
| Department Maintaining | MATH(SPS) |
| Prerequisites | |
| Mutually Exclusive |
| Index | Type | Group | Day | Time | Venue | Remark |
|---|---|---|---|---|---|---|
| 70322 | LEC/STUDIO | LE | MON | 0930-1120 | SPMS-LT4 | |
| 70322 | LEC/STUDIO | LE | WED | 0930-1020 | LT17 | |
| 70322 | TUT | T | WED | 1030-1120 | LT17 | Teaching Wk2-13 |
0930
1030
1130
1230
1330
1430
1530
1630
1730
MH4514
LEC/STUDIO | SPMS-LT4
MH4514
LEC/STUDIO | LT17
MH4514
TUT | LT17
Teaching Wk2-13
We would encourage you to review with the following template.
AY Taken: ...
Assessment (Optional): ...
Topics (Optional): ...
Lecturer (Optional): ...
TA (Optional): ...
Review: ...
Final Grade (Optional): ...