MA4529 - Mathematical Finance | ||||||||||
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| * The offering term is subject to change without prior notice | ||||||||||
Course Aims | ||||||||||
This course provides fundamental concepts of probability theory, stochastic processes and option pricing. It helps students understand the mathematical concepts of stochastic processes and apply the knowledge to a range of problems in finance. | ||||||||||
Assessment (Indicative only, please check the detailed course information) | ||||||||||
Continuous Assessment: 30% | ||||||||||
Examination: 70% | ||||||||||
Examination Duration: 3 hours | ||||||||||
For a student to pass the course, at least 30% of the maximum mark for the examination must be obtained. | ||||||||||
Detailed Course Information | ||||||||||
| MA4529.pdf | ||||||||||
