Survey
* Your assessment is very important for improving the workof artificial intelligence, which forms the content of this project
Download Financial Engineering
Transcript
Financial Engineering Taught by: Dr Simone Giansante Available: Semester 2 What is the unit content? This unit introduces students to some more advanced topics in derivatives pricing. The first part consists of an extension of the assumptions of the Black-Scholes equation and introduces various numerical techniques that are widely applied in practice. In the second part structured finance products are introduced and valuation techniques discussed, most notably for mortgage-backed securities, credit default swaps and collaterized debt obligations. Students must have taken MA50196 – Financial Derivatives in semester 1 to follow this unit and be comfortable with a highly mathematical and abstract content. Further information Open to: Unit code: Assessments: Tutor contact details: MSc Finance, MSc Finance with Banking, MSc Finance with Risk Management MN50429 100% Exam (% subject to change) [email protected] NB. Units and Teaching Staff are subject to change at any time, in accordance with normal University procedures.
