Academic Calendar - 2020 ARCHIVE
Western University Academic Calendar. - 2020ARCHIVE
Financial Modelling 3520A/B
FINANCIAL MODELLING I
Discrete-time market models, option pricing and replication, risk-neutral valuation and martingale measures, and the fundamental theorem of asset pricing. Discrete-time Black-Scholes. Value-at-risk, mean-variance portfolio analysis, binomial pricing model. Discrete-time interest rate models. Simulation.
Prerequisite(s): A minimum mark of 60% in one of Business Administration 4413A/B, Financial Modelling 2557A/B; and a minimum mark of 60% in Statistical Sciences 2857A/B.
Extra Information: 3 lecture hours.
Course Weight: 0.50
Breadth:
CATEGORY C
i
Subject Code: FINMOD
This Course is Mentioned in the Following Calendar Pages:
Financial Modelling 3520A/B
FINANCIAL MODELLING I
Discrete-time market models, option pricing and replication, risk-neutral valuation and martingale measures, and the fundamental theorem of asset pricing. Discrete-time Black-Scholes. Value-at-risk, mean-variance portfolio analysis, binomial pricing model. Discrete-time interest rate models. Simulation.
Prerequisite(s): A minimum mark of 60% in one of Business Administration 4413A/B, Financial Modelling 2557A/B; and a minimum mark of 60% in Statistical Sciences 2857A/B.
Extra Information: 3 lecture hours.
Financial Modelling 4521A/B - ADVANCED FINANCIAL MODELLING
Faculty of Science | Statistical and Actuarial Sciences | HONOURS SPECIALIZATION IN ACTUARIAL SCIENCE
Faculty of Science | Statistical and Actuarial Sciences | MAJOR IN FINANCIAL MODELLING
Faculty of Science | Statistical and Actuarial Sciences | MINOR IN APPLIED FINANCIAL MODELLING