Exotic Options, Bonds and Further Quantitative Finance
Module Title - Exotic Options, Bonds and Further Quantitative Finance
Number of credits – 10
A range of discrete time financial models will be analysed. This will include mainly (but not exclusively) the return of assets and their volatility, two-asset and multi-asset portfolio optimisation and various investment models such as options, futures and bonds.
By the end of the module you will be able to:
- an understanding of interest calculations, asset return and investment types such as bonds, futures and options, and of how investment portfolios of risky assets should be composed in order to obtain a desired return with minimum risk;
- a comprehensive knowledge beyond the taught syllabus from personal exploration of the subject.
Teaching and assessment:
- Assessment: 10% Continuous Assessment, 90% Final Examinations.
- Semester 2.