Exotic Options, Bonds and Further Quantitative Finance

Module Title - Exotic Options, Bonds and Further Quantitative Finance
Number of credits - 10

Module description

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 optimization 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.

  • 22 hours of lectures, 5 hours of backup classes.