Full Foundations of Quantitative Finance Notes
Subject notes for Monash ETC3520
Description
Covers all tutorials, lectures, readings and actuarial institute readings. Topics: - Behavioural Finance - Measures of Investment Risk - Utility Theory - Stochastic Models - Brownian Motion - Martingales - Stochastic Calculus - Ito Processes - Stochastic Models - Characteristics of Derivative Securities - Binomial Tree Model - Binomial Representation Theorem - Black Scholes Option Pricing - Hedging - Term Structure of Interest Rates
Monash
Semester 2, 2021
19 pages
9,364 words
$34.00
1
Campus
Monash, Clayton
Member since
November 2019