|Module code||WTW 364|
|Faculty||Faculty of Natural and Agricultural Sciences|
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.
|Service modules||Faculty of Economic and Management Sciences|
|Prerequisites||WST 211, WTW 124, WTW 218 and WTW 286/264|
|Contact time||1 tutorial per week, 2 lectures per week|
|Language of tuition||Module is presented in English|
|Department||Mathematics and Applied Mathematics|
|Period of presentation||Semester 2|
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