5110899: Financial Derivatives "add-on" (C15)

Lernergebnisse

Based on the contents of the lecture “C20 Financial Derivatives”, student will acquire in‐depth
knowledge in the following areas:

• Exotic options
• Credit derivatives
• Interest rate options

Lehrmethoden

Lecture

Voraussetzungen (inhaltlich)

Contents of lecture “C20 Financial Derivatives”

Literatur

Hull, J.C.: "Options, Futures, and Other Derivatives", 9th edition (8th or 10th can also be used, but mind
the different numbering of chapters!), Pearson.
Slides are available from Hull’s website:
http://www‐2.rotman.utoronto.ca/~hull/ofodslides/Slides_pptx_OFOD9e.zip