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This course aims at developing quantitative skills for the pricing and hedging of financial derivatives, using stochastic calculus and partial differential equations. It will enable you to design both discrete and continuous-time financial pricing models by combining the power of analytical and probabilistic methods. This is a level 4 course and no finance prerequisite is required.
Financial Mathematics
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| 930 | COMMON LEC (LE) 0930-1120 Mon SPMS-LT4 | COMMON LEC (LE) 0930-1020 Tue SPMS-LT4 | |||
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| 1030 | 70322 TUT (T) 1030-1120 Tue SPMS-LT4 Wk2-13 | ||||
| 1100 |
