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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, Dr Rob Trevor

Admission to MAppFin (Beijing) and ECFL867 Prerequisite Information


NCCW(s): ECFS881
Unit Designation(s):
Assessed As: Graded
Offered By:

Department of Applied Finance

Faculty of Business and Economics

Course structures, including unit offerings, are subject to change.
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