Yearbooks

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
Service modules Faculty of Economic and Management Sciences
Prerequisites WST 211, WTW 124, WTW 218 and WTW 286/264
Contact time 2 lectures per week, 1 tutorial per week
Language of tuition Module is presented in English
Department Mathematics and Applied Mathematics
Period of presentation Semester 2

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