Course Details
Country:
United Kingdom
Institution:
University of York
Course Title:
Time Series
Course Number:
MAT00045H
Course Description:
The martingale approach to asset pricing.
Cox-Ross-Rubinstein formula for option pricing in discrete time.
Black-Scholes formula for option pricing in continuous time.
Basic models of interest rates, and compounding methods
Language:
English
Approved Equivalent:
Pending For Approval
Course URL:
https://www.york.ac.uk/students/studying/manage/programmes/module-catalogue/module/MAT00045H/latest
Attachment Files:
