COURSE INFO
VECTOR[3-0-0:3]
DESCRIPTIONThis course covers basic pricing theory of financial derivatives and risk hedging of exotic options. The course starts with the fundamental theorem of asset pricing and risk neutral valuation principle. The renowned Black-Scholes pricing theory and martingale pricing theory are introduced. Advanced topics include exchange options, quanto options, implied volatility and VIX.

FTEC 5210 - Quantitative Models for Financial Derivatives (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6083) Th 06:00PM - 08:50PMRm 205, C7 LibraryHAN, Bingyan200200 
[Matching between Lecture & Tutorial required]
COURSE INFO
PRE-REQUISITEUFUG 1102 OR UFUG 1105
DESCRIPTIONThis course covers the basic concepts of Statistics and Probability Theory, gives a systematic introduction to Statistical Inference, Test Statistic, Regression, and Bayesian Statistics, and deepens the understanding of these theories and techniques through practical applications.

UFUG 2104 - Applied Statistics (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L04 (6662) TuTh 09:00AM - 10:20AMRm 149, E1HAN, Bingyan500500 
T04 (6666) Th 03:00PM - 03:50PMRm 148, E1HAN, Bingyan500500