Financial engineering 364

Module code WTW 364
Qualification Undergraduate
Faculty Faculty of Natural and Agricultural Sciences
Module content Discrete time financial models: Arbitrage and hedging; the binomial model. Continuous time financial models: The Black-Scholes formula; pricing of options and the other derivatives; interest rate models; numerical procedures.
Module credits 18.00
Prerequisites WST 211, WTW 126, WTW 218 and WTW 286 or WTW 264
Contact time 2 lectures per week, 1 tutorial per week
Language of tuition Module is presented in English
Academic organisation Mathematics and Applied Maths
Period of presentation Semester 2

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