SFM SFS exercise Chap 1 Derivatives (pdf)
SFM SFS Exercises Studies in Financial Statistics
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SFM SFS Exercises Studies in Financial Statistics
SFM SFS Exercises Studies in Financial Statistics
-
- 0 Rating
- 0 Reviews
- 0 Students Enrolled
Course Content
2 courselets
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8.54 M |
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Introduction in to Option Management (pdf)
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4.94 M |
Requirements
- MVA knowledge
General Overview
Description
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Content |
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Unit 1 |
We start with simple concepts of finance and options and portfolio insurance. |
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Unit 2 |
Financial derivatives, basic option management, risk-neutral density, empirical pricing kernels. |
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Unit 3 |
Basics of Option Management, Concepts of Probability Theory, The Black Scholes Option Pricing Model. |
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Unit 4 |
Stochastic Processes in Discrete Time, Stochastic Integrals and Differential Equations. |
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Unit 5 |
Stochastic Integrals and Differential Equations, Black and Scholes Option Pricing. |
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Unit 6 |
The Binomial Model for European Options, American Options, Exotic Options. |
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Unit 7 |
Statistics of Financial Time Series, ARIMA Time Series Models. |
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Unit 8 |
Long Memory, Neural Networks. |
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Unit 9 |
Models for Interest Rates and Interest Rate Derivatives. |
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