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» ECFS881
ECFS881: Derivatives Valuation |
This course deals with quantitative issues for derivatives market practitioners. The course looks at key numerical techniques and applies them to value exotic, GARCH and interest rate options in cases where classical Black-Scholes assumptions are inappropriate.
| Credit Points: | 2 |
| Contact Hours: | -- |
| When Offered: |
E1 - Evening; Offered in the first half-year
E2 - Evening; Offered in the second half-year
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| Staff Contact: |
Dr Rob Trevor |
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| Unit Designations: |
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| | Assessed As: |
Graded
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| Offered By: |
EFS - Division of Economic and Financial Studies |
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| Unit Web Pages |
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No web pages available.
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| Timetable |
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No timetable available.
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