Graduate School of Science and Engineering

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ECN500X4(経済学 / Economics 500)
Theory of Financial Derivatives

Hiroaki HATA

Class code etc
Faculty/Graduate school Graduate School of Science and Engineering
Attached documents
Year 2023
Class code YC511
Previous Class code
Previous Class title
Term 春学期授業/Spring
Day/Period 金4/Fri.4
Class Type
Campus 小金井
Classroom name 各学部・研究科等の時間割等で確認
Grade
Credit(s) 2
Notes
Class taught by instructors with practical experience
Category システム理工学専攻

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Outline (in English)

In this lecture, we will lead the Black-Scholes formula for European call prices. In addition, we deal with exotic options.

Default language used in class

日本語 / Japanese