Exotic Options, Bonds and Further Quantitative Finance
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 should be able to:
- Demonstrate 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
- Demonstrate a comprehensive knowledge beyond the taught syllabus from personal exploration of the subject
22 hours of lectures (2 hours weekly)
5 hours of backup classes
Will be specified by the lecturer in the first week of term.