Actu 468: Quantitative Methods in Finance

Part I: Discrete time model

1. Binomial trees and arbitrage
   1. One period Binomial model
   2. Multiperiod Binomial model
   3. Summary : pricing algorithms
2. Practice: Spreadsheets to compute stocks and option trees.

 
Part II: Continuous time models

1. Black-Scholes models
2. Hedging strategies, 
3. Bond models and interest rate options. 
   • Computational methods for bonds.
   • Currency markets and foreign exchange risks.

Exam MFE