This module will examine the understanding and pricing of options and derivatives, along with models for interest rates and credit risk. Syllabus Topics: An introduction to derivatives, Greeks, binomial model, Black-Scholes option pricing formu... more. Canterbury, week 13-25

Lists linked to Mathematics of Financial Derivatives

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MACT8370: Mathematics of Financial Derivatives 2023-2024 23/05/2023 17:36:53
Mathematics of Financial Derivatives 2020-2021 Ended 31/08/2021 16/06/2020 10:34:34
Mathematics of Financial Derivatives 2021-2022 Ended 31/08/2022 25/05/2021 15:37:06
Mathematics of Financial Derivatives 2022-2023 Ended 31/08/2023 17/05/2022 08:24:13