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EF4520 - Principles of Option Pricing

Offering Academic Unit
Department of Economics and Finance
Credit Units
3
Course Duration
One Semester
Pre-requisite(s)
CB3410 or FB3410
Course Offering Term*:
Semester A 2017/18

* 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