MA3521 - Introductory Mathematical Finance | ||||||||||
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| * The offering term is subject to change without prior notice | ||||||||||
Course Aims | ||||||||||
This course introduces students to the financial instruments used in modern financial practice, particularly forward contracts and options. The emphasis is on developing the concept of risk-neutrality and the financial and mathematical theory underlying the behaviour of these financial instruments and preparing students with knowledge to solve related problems. Students should have a basic understanding of probability concepts to be properly prepared for this course. | ||||||||||
Assessment (Indicative only, please check the detailed course information) | ||||||||||
Continuous Assessment: 30% | ||||||||||
Examination: 70% | ||||||||||
Examination Duration: 3 hours | ||||||||||
For a student to pass the course, at least 30% of the maximum mark for the examination must be obtained. | ||||||||||
Detailed Course Information | ||||||||||
| MA3521.pdf | ||||||||||
