2018 - Financial Mathematics (MFDS-FM)


Description

Learning mathematical techniques that are used for financial applications

Content
  • Lecture 1
  • Lecture 2 - Brownian Motion and Ito_s Lemma.pptx
  • Assignment 1
  • Geom Brownian motion.xlsx
  • StochasticIntegralExplained.docx
  • Lecture 3 - Risk-Neutral_ Binomial and Black-Scholes Derivative Pricing.pptx
  • Assignment 2.docx
  • Lecture 4 - Financial Instruments and Trading Strategies_ Risk.pptx
  • Lecture 5 - Risk Sensitivities.pptx
  • Lecture 6 - VaR.pptx
  • Lecture 7 - Bonds_ Swaps and Curve Bootstrapping.pptx
  • Assignment 3.docx
  • Curve Bootstrapping.xlsx
  • Lecture 8 - Credit Risk Part I.pptx
  • Lecture 9 - Credit Risk Part II.pptx
Completion rules
  • All units must be completed