Overview
This postgraduate course focuses on the continuous-time modelling of financial markets. The main goal of the course is a detailed study of the classical Black-Scholes options pricing model and extensions. The notion of a continuously rebalanced trading strategy is introduced, and the arbitrage-free and completeness properties of a financial market … For more content click the Read More button below.
Conditions for Enrolment
Prerequisite course MATH5975 or enrolment in program 5659 or 8161 or 8719 or 8750 or 8411 or 8416 or 7659
Delivery
In-person - Standard (usually weekly or fortnightly)
Fees
Type | Amount |
---|---|
Commonwealth Supported Students (if applicable) | $579 |
Domestic Students | $4740 |
International Students | $6990 |
Pre-2019 Handbook Editions
Access past handbook editions (2018 and prior)