Module Directory

 

Module Description

 
 
Module Name
Module Code
Lecture Hrs
Practical Hrs
Credits
Advanced Quantitative Finance
ECON3018Y(5)
3
0
6

Description
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.
Faculty Department
FACULTY OF SOCIAL SCIENCES AND HUMANITIES Department of Economics and Statistics
Contact Details
Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha
Telephone: 4037400
Email: s.dilmahomed@uom.ac.mu
 

 


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