UNSW Handbook Course - Mathematics of Security Markets 1

Mathematics of Security Markets 1 - MATH5965


	Faculty: Faculty of Science
	School: School of Mathematics
	Campus: Kensington Campus
	Career: Postgraduate
	Units of Credit: 6
	Contact Hours per Week: 2
	Offered: To be advised
	Fee Band: 2

Description

Derivative securities, forward and futures contracts, swaps. Option pricing using Black Scholes and binomial approaches. Stochastic models for asset dynamics, term structure of volatilities and interest rates. Introduction to Ito calculus, diffusion processes and stochastic differential equations.

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