Financial Mathematics
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 |
| Categories | CoreMinorsBDE |
| Mutually Exclusive With | BA2202, MH3513 |
| Exam |
Available Indexes
| Mon | Tue | Wed | Thu | Fri | |||
|---|---|---|---|---|---|---|---|
| 930 | COMMON LEC (LE) 0930-1120 Mon SPMS-LT4, ONLINE Wk1-9,11-13, Teaching Wk10 | COMMON LEC (LE) 0930-1120 Mon SPMS-LT4, ONLINE Wk1-9,11-13, Teaching Wk10 | COMMON LEC (LE) 0930-1020 Wed ONLINE, LT17 Wk10, Teaching Wk1-9,11-13 | COMMON LEC (LE) 0930-1020 Wed ONLINE, LT17 Wk10, Teaching Wk1-9,11-13 | |||
| 1000 | |||||||
| 1030 | 70322 TUT (T) 1030-1120 Wed ONLINE, LT17 Wk10, Teaching Wk2-9,11-13 | 70322 TUT (T) 1030-1120 Wed ONLINE, LT17 Wk10, Teaching Wk2-9,11-13 | |||||
| 1100 | |||||||