Financial Mathematics (ECO-M022-B-SEM2)
- Unit Code ECO-M022
- School School of Economics
- Credit Value 20
- Tutor(s) Dr Warapong Wongwachara
- Overview
- Teaching
Overview
This is a technical finance module aimed at students wishing to pursue careers in the financial sector. The focus will be on valuation and risk analysis of financial products and positions. The module will be highly analytical, with weekly exercises and assessment balancing mathematical problems and practical exercises involving Excel. Topics covered will include: present value calculation; bond analysis; futures markets; interest rate futures and yield curve analysis; option pricing and hedging; exotic options; Swaps; Martingales.

