1. Asset Pricing 9 Credits, Fall 2014 Stefano Herzel

2. 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)

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

4. General information Stefano Herzel- Dep. Economics and Finance Stefano.herzel@uniroma2.it 06-7259 5946 Office: build. A, 35, 1st floor