Not offered in the current semester · Last offered AY2025/2026 Semester 1
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.
| AUs | 4.0 AUs |
| Grade Type | |
| Prerequisite | MH2500, MH3512 |
| Not Available To Programme | |
| Not Available To All Programme With | |
| Not Available As BDE/UE To Programme | |
| Not Available As Core To Programme | |
| Not Available As PE To Programme | |
| Mutually Exclusive With | BA2202, MH3513 |
| Not Offered As BDE | |
| Not Offered As Unrestricted Elective | |
| Exam |
Total hours per week: 8 hrs
Available Indexes
| Mon | Tue | Wed | Thu | Fri | |
|---|---|---|---|---|---|
| 930 | |||||
| 1000 | |||||
| 1030 | |||||
| 1100 | |||||
| 1130 | |||||
| 1200 | |||||
| 1230 | |||||
| 1300 | |||||
| 1330 | |||||
| 1400 | |||||
| 1430 | |||||
| 1500 | |||||
| 1530 | |||||
| 1600 | |||||
| 1630 | |||||
| 1700 | |||||
| 1730 | |||||
| 1800 |
Other offerings
AY24/25
AY23/24
AY22/23
AY21/22
AY20/21
AY19/20
AY18/19
AY17/18
AY16/17