Quantitative Models for Financial Derivatives (HAN, Bingyan, JIA...) FTEC 2025春  
2025春
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课程层次
Graduate
获得学分
3.0
课程层次:Graduate
获得学分:3.0
课程信息(同学贡献数据)
This course covers basic pricing theory of financial derivatives and risk hedging of exotic options. The course starts with the fundamental theorem of asset pricing and risk neutral valuation principle. The renowned Black-Scholes pricing theory and martingale pricing theory are introduced. Advanced topics include exchange options, quanto options, implied volatility and VIX.
最后更新:03/22/2025 18:19:51

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