Financial Mathematics of Asset Markets

Descipline Financial Mathematics of Asset Markets
Faculty Faculty of Mechanics and Mathematics
Faculty URL
Language English
Degree Master
Credits 5
Semester 9
Description The course includes arbitrage pricing theory both in discrete and continuous time, complete and incomplete markets, risk-neutral valuation, fundamental theorems of financial mathematics, option pricing on trees, especially in binomial market model,
Black-Scholes and other diffusion pricing models, American options.
Teachers Georgiy Shevchenko
Department of Probability, Statistics and Actuarial Mathematics,
Faculty of Mechanics and Mathematics,
Author: admin