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

Course Websites of Current Academic Year