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Mathematical models of financial engineering 732


 
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
Prerequisites No prerequisites.
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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