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EF5210 - Option Pricing

Offering Academic Unit
Department of Economics and Finance
Credit Units
3
Course Duration
One Semester
Pre-requisite(s)
Pre-cursor(s)
Course Offering Term*:
Semester B 2025/26

* The offering term is subject to change without prior notice
 
Course Aims

This course aims to develop students' analytical and quantitative skills in derivatives pricing models.


Assessment (Indicative only, please check the detailed course information)
Continuous Assessment: 40%
Examination: 60%
Examination Duration: 3 hours
 

Coursework: Students should be able to apply the analytics, and design numerical procedure.



Students are not allowed to use Generative Artificial Intelligence Tools in the final examination.


 
Detailed Course Information
EF5210.pdf