Exotic Options, Bonds and Further Quantitative Finance

Module Overview

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.

Learning Outcomes

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
  
  

Credits

10 credits

Teaching Methods

22 hours of lectures (2 hours weekly)
5 hours of backup classes

Assessment

Will be specified by the lecturer in the first week of term.