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 | Not Applicable |
| Grade Type | Letter Graded |
| Department Maintaining | MATH(SPS) |
| Prerequisites | |
| Mutually Exclusive |
| Index | Type | Group | Day | Time | Venue | Remark |
|---|
0930
1030
1130
1230
1330
1430
1530
1630
1730
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