Applied Financial Mathematics I
Training Provider: Singapore University of Social Sciences
Course Reference: TGS-2024047112
S$1,461
About This Course
Differentiate between the types of options: Puts & Calls, European & American.
Compute the expected value of a financial contract using binomial tree model.
Construct the Itô’s integral.
Set up hedging strategies to minimise risks.
Solve pricing problems with the application of Black-Scholes formula.
Calculate the implied volatility for an option contract.
What You'll Learn
MTH359 Applied Financial Mathematics I gives an introduction to basic option theory and pricing formula for the Black-Scholes model. The alternating phases of economic growth and decline cause fluctuations in financial assets which is a major pain point. Hence, mathematics is applied to finance to better understand and manage the risks associated with trading options. Mathematical rigor will be emphasized in the course.
Course Details
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