PřF:MF003 Derivatives pricing - Course Information
MF003 Derivatives pricing
Faculty of ScienceAutumn 2009
- Extent and Intensity
- 2/1. 3 credit(s) (fasci plus compl plus > 4). Type of Completion: zk (examination).
- Teacher(s)
- doc. RNDr. Martin Kolář, Ph.D. (lecturer)
- Guaranteed by
- prof. RNDr. Ivanka Horová, CSc.
Department of Mathematics and Statistics – Departments – Faculty of Science - Timetable
- Tue 9:00–10:50 01031
- Timetable of Seminar Groups:
- Prerequisites (in Czech)
- MF001 Stochastical processes in financial mathematics && MF002 Stochastical analysis
- Course Enrolment Limitations
- The course is offered to students of any study field.
- Course objectives
- At the end of the course students should be able to: understand and explain the notions of forward, european and american option; use the information on mechanisms of exotic options to create portfolios with desired properties; create several hedging strategies for a given portfolio, make well reasoned decisions to prevent unnecessary exposition to market risks, interpret real world situation in connection with the assumptions of the used model.
- Syllabus
- Arbitrage
- European and american options
- Discrete models
- Binomial model
- Black-Scholes model
- Equivalent martingale measure
- Path dependent options
- Greeks
- Interest rate models
- Literature
- Teaching methods
- lectures, class excercises and homeworks
- Assessment methods
- oral exam
- Language of instruction
- Czech
- Further Comments
- Study Materials
The course is taught annually.
- Enrolment Statistics (Autumn 2009, recent)
- Permalink: https://is.muni.cz/course/sci/autumn2009/MF003