Description
Lecture, three hours. Limited to Master of Financial Engineering program students. Economic, statistical, and mathematical foundations of derivatives markets. Basic discrete- and continuous-time paradigms used in derivatives finance, including introduction to stochastic processes, stochastic differential equations, Ito’s lemma, and key elements of stochastic calculus. Economic foundations of Black/Scholes no-arbitrage paradigm, … For more content click the Read More button below.
Instructional Format
Primary Format
Lecture