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| 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. |
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| Section | Date & Time | Room | Instructor | Quota | Enrol | Avail | Wait | Remarks |
|---|---|---|---|---|---|---|---|---|
| L01 (6537) | Tu 01:30PM - 02:50PM | Rm 147, E1 | HAN, Bingyan | 35 | 35 | 0 | 0 | |
| Th 01:30PM - 02:50PM | Rm 102, E1 | HAN, Bingyan |
| PRE-REQUISITE | UFUG 1102 OR UFUG 1105 |
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| DESCRIPTION | This 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. |
| Section | Date & Time | Room | Instructor | Quota | Enrol | Avail | Wait | Remarks |
|---|---|---|---|---|---|---|---|---|
| L05 (6842) | Mo 09:00AM - 10:20AM | Rm 228, E2 | HAN, Bingyan | 50 | 48 | 2 | 0 | |
| We 09:00AM - 10:20AM | Rm 147, E1 | HAN, Bingyan | ||||||
| T05 (6847) | Th 03:00PM - 03:50PM | Rm 147, E1 | HAN, Bingyan | 50 | 48 | 2 | 0 |