Western University Academic Calendar. - 2018ARCHIVE
Financial Modelling 2557A/B
FINANCIAL MARKETS AND INVESTMENTS
Basic securities, financial market conventions, swaps, arbitrage pricing and hedging of forwards/futures, equity options, bonds, theories of the term structure, factors affecting option prices, arbitrage relations of calls and puts, trading strategies involving options, binomial model for stock prices, option pricing by replication under the binomial model.