Credits: 3 (3-0-0)
Overlaps with: MCL363/MSL873
Description
Financial markets, Interest computation, value, growth and discount factors, derivative products, basic option theory: single and multi- period binomial pricing models, Cox-Ross-Rubinstein (CRR) model, volatility, Black-Scholes formula for option pricing as a limit of CRR model, Greeks and hedging, Mean-Variance portfolio theory: Markowitz model, Capital Asset Pricing Model (CAPM), factor models, interest rates and interest rate derivatives, Binomial tree models.
Prerequisite Tree
flowchart TD
MTL732-996[MTL732]
MTL732-996 --- Or997[Any one of]:::empty
Or997 -.-> MTL103-998[MTL103]
Or997 -.-> MTL508-999[MTL508]
classDef empty height:17px, fill:transparent, stroke:transparent;
classDef trueEmpty height:0px, width:0px;