Hours 36L Mathematical theory of financial derivatives, discrete and continuous option pricing models, hedging strategies and exotic option valuation. Prerequisite ACT240H1 (minimum 63%), ACT245H1 (minimum 63%), ACT247H1 (minimum 63%) Corequisite STA261H1/ STA238H1, MAT237Y1/ MAT257Y1 Exclusion RSM435H1 Breadth Requirements The Physical and Mathematical Universes (5)
