Pricing of Derivatives, The Binomial Model, The Black-Scholes Model, Option Greeks, Monte Carlo
Simulation, Partial Differential Equations in Finance, Introduction to Ito Calculus, Term Structure of Interest
Rates, Interest Rate Models: The Vasicek Model, The Black-Derman-Toy Binomial Model, More Numerical
Procedures in Finance. |
Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha
Telephone: 4037400
Email: s.dilmahomed@uom.ac.mu |