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Unit of study_
FINC6000: Quantitative Finance and Derivatives
This unit provides students with an introduction to quantitative models and techniques in finance. Topics covered include basic stochastic calculus, probability measures and the role of numeraires, Black-Scholes and Hull-White models, and the theoretical and numerical techniques for valuing derivatives. There is a focus on both the intuitive and mathematical understanding of these topics, as well as their application to problems in quantitative finance.
| Code | FINC6000 |
|---|---|
| Academic unit | Finance |
| Credit points | 6 |
|
Prerequisites:
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|
FINC5001 |
|---|---|
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Corequisites:
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|
None |
| Prohibitions:
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FINC5002 |
| Assumed knowledge:
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This unit requires students to have some background in calculus, matrices, statistics and probability. |
At the completion of this unit, you should be able to:
- LO1. value financial derivatives using analytical and numerical techniques
- LO2. apply quantitative finance concepts to solve practical problems.
- LO3. explain financial decisions with the support of quantitative financial tools.
Unit outlines
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There are no unit outlines available online for the current year.
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