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Stochastic Finance (Intermediate)
Dublin City University - Full Curriculum Program
Dublin, Ireland
Dates: 1/5/22 - 4/25/22
Stochastic Finance (Intermediate)
OVERVIEW
CEA CAPA Partner Institution: Dublin City University
Location: Dublin, Ireland
Primary Subject Area: Finance
Instruction in: English
Transcript Source: Partner Institution
Course Details: Level 400
Recommended Semester Credits: 4
Prerequisites: None
DESCRIPTION
This undergraduate course covers asset pricing, with emphasis on continuous-time models. Arbitrage, trading strategies, market completeness. Portfolio choice in complete and incomplete markets. Myopic and hedging demand. Derivatives pricing: risk-neutral pricing and risk premia.