Claim up to $1,250 in flight credits!
Get up to $1,250 in flight credits or grants toward study or internship programs abroad when you apply by June 30, 2026. See our Official Rules for full details.
Stochastic Finance (Intermediate)
Dublin City University - Full Curriculum Program
Dublin, Ireland
Dates: 1/5/22 - 4/25/22
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.