Get a Flight Credit worth up to $350 when you apply with code* by May 6, 2024
Stochastic Finance (Intermediate)
OVERVIEW
CEA CAPA Partner Institution: Dublin City University
Location: Dublin, Ireland
Primary Subject Area: Finance
Instruction in: English
Transcript Source: Partner Institution
Course Details: Level 400
Recommended Semester Credits: 4
Prerequisites: None
DESCRIPTION
This undergraduate course covers asset pricing, with emphasis on continuous-time models. Arbitrage, trading strategies, market completeness. Portfolio choice in complete and incomplete markets. Myopic and hedging demand. Derivatives pricing: risk-neutral pricing and risk premia.
Speak with an
Admissions Advisor
Schedule an appointment to speak with a study abroad expert.
Book Appointment
LET'S CHAT