Browse Hierarchy MACT5370: Mathematics of Financial Derivatives
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 |
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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 |