Advanced Financial Mathematics

选课速读： ACTL 40004《Advanced Financial Mathematics》是 墨尔本大学 的公开课程页面。当前可确认的信息包括 2 学分，难度 中等。 课程简介摘要：Semester 1 - On Campus This subject aims to provide students with grou。

Semester 1 - On Campus This subject aims to provide students with grounding in advanced financial mathematics, covering option pricing under the binomial model; risk-neutral pricing of derivative securities; Brownian motion; introduction to Itô΄s formula and SDEs; stochastic asset models; Black-Scholes model; arbitrage and hedging; interest-rate models; actuarial applications and simple models for credit risk.