Derivatives Valuation - ECFL881
This unit deals with important quantitative issues for derivatives market practitioners. The aim is to extend the Student's understanding of derivatives valuation. This unit looks at key numerical techniques and applies them to value exotic, GARCH and interest rate options in cases where classical Black-Scholes assumptions are inappropriate. Teaching uses both lectures and hands-on sessions with computer software.
| Credit Points: | 2 |
| When Offered: | TBD - Not offered in the current year; next offering is to be determined |
| Staff Contact(s): | Dr Casey Lim, Associate Professor Rob Trevor |
| Prerequisites: | |
| Corequisites: | |
| NCCW(s): | ECFS881 |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Course structures, including unit offerings, are subject to change.
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