D:\Inetpub\shared\yedion\syllabus\12\2014\1231\1231338001_desc.txt
סילבוס מקוצר
היקף הקורס: 1 י"ס
ד"מ: אופציות ומכשירים עתידיים או אישור המרצה
בקורס יידונו הנושאים האלה:
Financial securities and derivatives; Random behavior of asset prices; stochastic calculus; Black-Scholes model; Numerical methods; Early exercise; Exotic options; Extensions of Black-Scholes.
Course description
1 Semester Unit
Prerequisite: Introduction to Finance
This course concentrates on building financial models for: 1. Portfolios, 2. Investments using Monte Carlo methods, 3. Term structure. Excel is used for all computations, homeworks, and the exam. There will be some use of VBA as a programming vehicle. If you have a solid grounding in finance and can use Excel, the course should be fully self-contained.