Financial Mathematics
Course Description:
This course is designed for the M.Sc. Programme in Mathematics. The course is an introductory course on Financial Mathematics. Topics include probability, hedging, arbitrage, vanilla options, binomial models, the Black-Scholes formula, exotic options, Monte Carlo methods and binomial methods.
Course Code:
MMAT5250
Units:
3
Programme:
Postgraduates
Postgraduate Programme:
MSc