Opetus

Nimi Op Opiskelumuoto Aika Paikkakunta Järjestäjä
Mathematical finance II 5 Cr Luentokurssi 10.3.2020 - 29.4.2020
Mathematical finance II 5 Cr Luentokurssi 12.3.2019 - 8.5.2019
Mathematical finance II 5 Cr Luentokurssi 30.10.2017 - 15.12.2017

Kohderyhmä

Optional course.

Master's Programme in Mathematics and Statistics is responsible for the course.

The course belongs to the Mathematics and Applied mathematics module.

Edeltävät opinnot tai edeltävä osaaminen

Probability theory I,II, and their prerequisites

Osaamistavoitteet

Option pricing in continuous time

Ajoitus

Recommended time/stage of studies for completion: 1. or 2. year

Term/teaching period when the course will be offered: varying

Sisältö

Financial markets in continuous time. Black and Scholes formula. Incomplete market models. Interest rate models.

Oppimateriaali

Lecture notes; Baz & Chacko: Financial Derivatives

Suositeltavat valinnaiset opinnot

Stochastic analysis

Toteutus

Exam, other methods will be described later