 |
| VECTOR | [3-0-0:3] |
|---|---|
| DESCRIPTION | This 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. |
| Section | Date & Time | Room | Instructor | Quota | Enrol | Avail | Wait | Remarks |
|---|---|---|---|---|---|---|---|---|
| L01 (6083) | 23-JAN-2026 - 31-JAN-2026 Th 06:00PM - 08:50PM | Rm 205, C7 Library | HAN, Bingyan ZHANG, Yifan | 20 | 19 | 1 | 0 | |
| 01-FEB-2026 - 07-FEB-2026 Th 06:00PM - 08:50PM | Rm 101, E1 | HAN, Bingyan ZHANG, Yifan | ||||||
| 08-FEB-2026 - 11-MAY-2026 Th 06:00PM - 08:50PM | Rm 101, E4 | HAN, Bingyan ZHANG, Yifan |