EF4520 - Principles of Option Pricing | ||||||||||
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| * The offering term is subject to change without prior notice | ||||||||||
Course Aims | ||||||||||
This course aims to provide a framework of the pricing of financial securities in the discrete-time setting and to present formal approaches to the valuation of financial securities. | ||||||||||
Assessment (Indicative only, please check the detailed course information) | ||||||||||
Continuous Assessment: 50% | ||||||||||
Examination: 50% | ||||||||||
Examination Duration: 2 hours | ||||||||||
Detailed Course Information | ||||||||||
| EF4520.pdf | ||||||||||
Useful Links | ||||||||||
| Department of Economics and Finance | ||||||||||
