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AY2023/2024 Semester 2
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 |
| Categories | CoreMinorsBDE |
| Mutually Exclusive With | BA2202, MH3513 |
| Exam |
| Mon | Tue | Wed | Thu | Fri | |
|---|---|---|---|---|---|
| 930 | |||||
| 1000 | |||||
| 1030 | |||||
| 1100 | |||||
| 1130 | |||||
| 1200 | |||||
| 1230 | |||||
| 1300 | |||||
| 1330 | |||||
| 1400 | |||||
| 1430 | |||||
| 1500 | |||||
| 1530 | |||||
| 1600 | |||||
| 1630 | |||||
| 1700 | |||||
| 1730 | |||||
| 1800 |
| Mon | Tue | Wed | Thu | Fri | |||
|---|---|---|---|---|---|---|---|
| 1030 | COMMON LEC (LE) 1030-1220 Wed ONLINE, SPMS-LT3 Wk5, Teaching Wk1-4,6-13 | COMMON LEC (LE) 1030-1220 Wed ONLINE, SPMS-LT3 Wk5, Teaching Wk1-4,6-13 | |||||
| 1100 | |||||||
| 1130 | |||||||
| 1200 | |||||||
| 1230 | |||||||
| 1300 | |||||||
| 1330 | |||||||
| 1400 | |||||||
| 1430 | COMMON LEC (LE) 1430-1520 Fri SPMS-LT3, ONLINE Wk1-4,6-13, Teaching Wk5 | COMMON LEC (LE) 1430-1520 Fri SPMS-LT3, ONLINE Wk1-4,6-13, Teaching Wk5 | |||||
| 1500 | |||||||
| 1530 | 70671 TUT (T) 1530-1620 Fri SPMS-LT3, ONLINE Wk2-4,6-13, Teaching Wk5 | 70671 TUT (T) 1530-1620 Fri SPMS-LT3, ONLINE Wk2-4,6-13, Teaching Wk5 | |||||
| 1600 | |||||||
