Synopsis: 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 prici... more. Canterbury, week 13-25

Lists linked to Mathematics of Financial Derivatives

Title Sort by title Time Period Last updated Sort by last updated
MACT5370: Mathematics of Financial Derivatives 2023-2024 Ended 31/08/2024 23/05/2023 17:36:48
MACT5370: Mathematics of Financial Derivatives 2024-2025 22/05/2024 09:56:27