EF SEB LU logo

Valuation of financial derivates

predmet

Cilji predmeta

Ni opisa

Vsebina predmeta

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.

Nosilci predmeta

  •  
  •  
  •  
  •  
  • Govorilne ure
  • sreda ob 11.00 v RZ-206
 
Na vrh strani