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Teaching GuideTerm Faculty of Computer Science |
| Mestrado Universitario en Matemática Industrial (2013) |
 Subjects |
| Mathematical modeling in finance |
| Contents |
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| Identifying Data | 2020/21 | |||||||||||||
| 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 | |
| Calculo de riscos financeiros: risco de valoración e de contraparte: Definicións, metodoloxía e uso. |
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