Pricing Options with Mathematical Models

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Course
en
English
80 h
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  • 10 Sequences
  • Advanced Level
  • Starts on September 1, 2020
  • Ends on December 30, 2020

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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

Caltech

Platform

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