SYLLABUS: Asset Pricing (II): CONTINUOUS-Time Models & Risk MANAGEMENT
Information
- Language: English
- Level: postgraduates, PhD candidates
- Availability: MSc/PhD Finance
- Prerequisites: basic knowledge on calculus, linear algebra, probability, statistics, ordinary & partial differential equations, stochastic processes, stochastic calculus and MatLab
- This course is designed to introduce modern methodologies for asset pricing in finance (and insurance) with emphasis on continuous-time models and associated risk management. The main asset classes covered are option, rate, credit.
