Last modified: 20 Oct 2021 15:45
The course is a part of the MSc programme in Financial Technology and provides students with the theoretical and practical skills related to discrete time models of financial markets. It introduces basic notions and mathematical methods related to financial markets and it is concerned with mathematical models in discrete time.
|Session||First Sub Session||Credit Points||15 credits (7.5 ECTS credits)|
The course introduces the basic discrete time models of financial markets. The course combines financial motivation with mathematical rigour and it covers subjects including: option pricing based on the no-arbitrage principle in discrete time setting, portfolio management, forward and future contracts and other topics.
Information on contact teaching time is available from the course guide.
Two homework projects:
Aseessment 1 (40%)
Aseessment 2 (60%)
Alternative Resit Arrangements
Resubmission of failed elements (pass marks carried forward)
Informal feedback will be provided in class. Students will be encouraged to submit written work for an informal feedback as well.
|Knowledge Level||Thinking Skill||Outcome|
|Factual||Remember||ILO’s for this course are available in the course guide.|