Asset Pricing 9 Credits, Fall 2014 Stefano Herzel.

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Presentation transcript:

Asset Pricing 9 Credits, Fall 2014 Stefano Herzel

Asset Pricing Arbitrage pricing of financial derivatives Risk management and hedging strategies different derivatives and different models Use Matlab to implement the models Prerequisities: Math, Stats, Matlab. The Derivatives course is useful (but not necessary) Textbook is Hull:” Options, Futures, and other Derivatives” (any edition is fine)

Grade Assessment Class Participation (20%) Project (40%) Written Exam (40%)

General information Stefano Herzel- Dep. Economics and Finance Office: build. A, 35, 1st floor