| Module code | WTW 732 |
| Qualification | Postgraduate |
| Faculty | Faculty of Natural and Agricultural Sciences |
| Module content | 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. |
| Module credits | 15.00 |
| Programmes | |
| Prerequisites | No prerequisites. |
| Contact time | 2 lectures per week |
| Language of tuition | English |
| Academic organisation | Mathematics and Applied Maths |
| Period of presentation | Semester 1 |
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