Statistical Methods in Finance - MATH97115
Role
Lecturer
Mathematical Finance: An Introduction to Option Pricing - M5F22
Aims
The mathematical modeling of derivatives securities, initiated by the Louis Bachelier in 1900 and developed by
Black, Scholes and Merton in the 1970s, focuses on the pricing and hedging of options, futures and other
derivatives, using a probabilistic representation of market uncertainty. This module is a mathematical
introduction to this theory, which uses a wide array of tools from stochastic analysis, which are covered in the
module in a self-contained manner: Brownian motion, stochastic integration, Ito calculus and parabolic partial
differential equations
Role
Lecturer
Introduction to Machine Learning - M5MF45
Role
Course Leader
Mathematical Finance: An Introduction to Option Pricing - MATH97009
Aims
The mathematical modeling of derivatives securities, initiated by the Louis Bachelier in 1900 and developed by
Black, Scholes and Merton in the 1970s, focuses on the pricing and hedging of options, futures and other
derivatives, using a probabilistic representation of market uncertainty. This module is a mathematical
introduction to this theory, which uses a wide array of tools from stochastic analysis, which are covered in the
module in a self-contained manner: Brownian motion, stochastic integration, Ito calculus and parabolic partial
differential equations.
Role
Lecturer