This course will discuss advanced mathematical techniques used to price and hedge derivative securities in modern finance. Topics include: modelling, analysis and computations for financial derivative products, including exotic options and swaps in all asset classes. Students will also have the opportunity to apply these derivatives in practice. Three lecture hours plus a two hour lab per week. 11-01-2022-07-04-2022 Lecture Tuesday, Thursday 10:00AM - 11:15AM, Robertson Library, Room 210
- Teacher: Alexander Alvarez