Professor(s) |
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Objetives |
This course analyzes the main models for the valuation of risky assets and their application to different financial instruments, including options and other derivatives, and fixed income assets. It also presents a brief introduction to models of the microstructure of financial markets. The approach is mainly theoretical, but some references to the existing empirical evidence will be discussed. The course covers both static and dynamic models in discrete time, so it does not require any knowledge of stochastic calculus. |
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Module / Term |
Module II: Elective Courses (54 ECTS) / Term 3 (18 ECTS) |
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Course details |
UIMP code 102669 / 6 ECTS / Elective |
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Hours |
Monday (9:30 – 11:00 and 11:30 – 13:00), Wednesday (11:30 – 13:00) |
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Evaluation Criteria |
Exercises, presentations and exams |
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Course page |
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Syllabus |
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