Valuation of financial derivatives
course
Aims of the course
No description
Course syllabus
Description of financial instruments, discrete models, replication strategies, the pricing theorem, binomial model, europena options, americal options, exotic options, stochastic integration, Ito lemma, stochastic differential equation. Stochastic interest rate models: discrete models, interest rate derivatives. Empirical asset pricing models.
Course director(s)
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