Teaching GuideTerm Faculty of Computer Science |
Mestrado Universitario en Matemática Industrial (2013) |
Subjects |
Mathematical modeling in finance |
Contents |
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Identifying Data | 2022/23 | |||||||||||||
Subject | Mathematical modeling in finance | Code | 614855211 | |||||||||||
Study programme |
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Descriptors | Cycle | Period | Year | Type | Credits | |||||||||
Official Master's Degree | 2nd four-month period |
First | Optional | 6 | ||||||||||
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Topic | Sub-topic |
1. Financial markets and financial derivatives | |
2. Discounted value of riskless financial products | |
3. Pricing models for risky assets | |
4. Dynamic hedging methodologies and Black Scholes models | |
5. Black-Scholes models for options and bonds with one stochastic factor | |
6. Black-Scholes models for options and bonds with two stochastic factors |
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