modules

On this module, you will be expected to study stochastic models of finance, including the Black Scholes option pricing model. You will have the opportunity to study numerical methods in order to solve partial differential equations. The module applies the mathematical and computational material in MTHM002 Methods for Stochastics and Finance and MTHM003 Analysis and Computation for Finance, to a central problem in finance - that of option pricing.

Pre-requisite modules: MTH3024 Stochastic Processes, or MTHM002 Methods for Stochastics and Finance

_{Please note that all modules are subject to change, please get in touch if you have any questions about this module.}