Academic Calendar - 2018

Western University Academic Calendar. - 2018
Western Main Campus

Financial Modelling 2557A/B


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.

Antirequisite(s): Business Administration 4413A/B, the former Actuarial Science 2557A/B.

Prerequisite(s): A minimum mark of 60% in Calculus 1501A/B or Applied Mathematics 1413, or Calculus 1301A/B with a minimum mark of 85%.

Extra Information: 3 lecture hours, 1 tutorial hour.

Course Weight: 0.50
Breadth: CATEGORY C i  
Subject Code: FINMOD

This Course is Mentioned in the Following Calendar Pages: