Instructor: Dr.
DAI Min (in the first three weeks)
Venue: S14-03-01
Time: Thursday 1900-2200
We will focus on two fundamental problems in modern finance:
option pricing (week 1 and 2) and portfolio selection (week 3). I will tell you
how to formulate these problems as mathematical models. For a syllabus, see Preface .
The final grade is based on assignments and/or
projects.
Course Topics
|
Week |
Date |
Lecture Notes |
Remark |
|
1 |
15 Jan |
|
Matlab Codes: Black Scholes formula: European call, European put Assignment (5 March) |
|
2 |
22 Jan |
||
|
3 |
29 Jan |