- 10 Sequences
- Advanced Level
- Starts on September 1, 2020
- Ends on December 30, 2020
Pricing Options with Mathematical Models
Course details
Syllabus
- Option pricing and risk-hedging methods in the binomial tree and Black-Scholes-Merton models
- Ability to price options and other financial derivatives in models beyond Black-Scholes-Merton
- Interest rate models and the pricing of interest rate derivatives
- Evaluate the economics and mathematics behind the financial models presented
Prerequisite
Working knowledge of calculus, statistics and probability, and interest in the use of mathematical modeling. Please go to Unit 0 in the Course Outline to take the prerequisites assessment.
Instructors
Jaksa Cvitanic
Editor
Platform
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