Course info

This course covers standard derivative pricing models. Both discrete time and continuous time techniques are considered. The course also include an introduction to numerical option pricing, in particular the Monte Carlo Method. After this course, students should have a good knowledge of financial markets, security pricing, arbitrage, interest rates, risk and return. Contents: 1) definition and classification of financial assets 2) discrete-time pricing models 3) continuous-time pricing models 4) Fixed income products 5) Monte Carlo methods for derivative pricing.

This course is part of the “Finance” Program. If you wish to follow this course, you need to enrol via the Program at this link.