Derivatives

About this Course

This course covers standard derivative pricing models. Both discrete time and continuous time techniques are considered. The course also includes an introduction to numerical option pricing, in particular the Monte Carlo Method. After this course, students should have a good knowledge of financial markets, security pricing, arbitrage, interest rates, risk and return. Contents: 1) Definition and classification of financial assets 2) Discrete-time pricing models 3) Continuous-time pricing models 4) Fixed income products 5) Monte Carlo methods for derivative pricing

Created by: Università di Napoli Federico II


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