|Module code||WTW 732|
|Faculty||Faculty of Natural and Agricultural Sciences|
Introduction to markets and instruments. Futures and options trading strategies, exotic options, arbitrage relationships, binomial option pricing method, mean variance hedging, volatility and the Greeks, volatility smiles, Black-Scholes PDE and solutions, derivative disasters.
|Contact time||2 lectures per week|
|Language of tuition||Module is presented in English|
|Department||Mathematics and Applied Mathematics|
|Period of presentation||Semester 1|
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