Delivered at:: Department of Finance

Course type:: Compulsory course

When:: 4 year, 2 module

Instructor

Хованский Сергей Константинович

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Abstract

This course explores the world of financial derivatives, delving into their pricing and hedging. We’ll discuss in details the risk-neutral asset valuations techniques, pricing of derivatives in Binomial and Black-Scholes settings, the concept of derivative hedging, the concept of no-arbitrage pricing. In this course, the students will have an opportunity to learn about the applications of Monte Carlo simulations methods for derivative pricing.

Bachelor’s Programme 'International Programme in Business and Economics'

Contacts:

Introduction to Derivatives and Financial Engineering

Instructor

Course Syllabus

Abstract