In this course taught in the Spring term, the student having obtained the prerequisites in traditional topics in derivatives and asset pricing in earlier modules taken, will progress to advanced topics involving models for risk management and derivatives pricing.
Topics here include Computational Methods in Option Pricing, Interest Rate Models, Credit Risk Models, and a brief introduction to machine learning in finance.
At the completion of this course, students will have acquired knowledge of cutting edge theories and computational skill to enable them to solve problems in a real world situation.
Topics here include Computational Methods in Option Pricing, Interest Rate Models, Credit Risk Models, and a brief introduction to machine learning in finance.
At the completion of this course, students will have acquired knowledge of cutting edge theories and computational skill to enable them to solve problems in a real world situation.
- Module Supervisor: Themistoklis Melissourgos