Financial engineering 06-DIFILM0
As a result of completing the course, students:
will be acquainted with basic notions and methods of financial engineering,
will be able to price standard financial derivatives,
will master constructing trading and hedging strategies involving financial derivatives.
Bibliography
Baxter M., Rennie A. (2003) Financial Calculus. An Introduction to Derivative Pricing, Cambridge University Press, Cambridge.
Elliot R.J., Kopp P.E. (2005) Mathematics of Financial Markets, Springer, New York.
Hull J.C. (2003) Options, Futures, and Other Derivatives, Prentice Hall, Upper Saddle River, New Jersey.
Musiela M., Rutkowski M. (2005) Martingale Methods in Financial Modelling, Springer, Berlin.
Additional information
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: