FINM6007 高级衍生品定价与应用 · Advanced Derivatives Pricing and Applications

FINM6007 是澳大利亚国立大学(Australian National University,ANU)的一门课,开设在ANU College of Business and Economics,属于 Financial Management 领域。这一页汇总它的课程目录信息和澳国立学生留下的评价。

课程信息

中文课名:高级衍生品定价与应用

课程类型:Graduate course

学分:6

课程领域:Financial Management

所属学院:ANU College of Business and Economics

层级:Graduate coursework Level 6

目录年份:2026

课程简介

This is an advanced course in derivatives pricing and hedging, and their applications. The aim is to cover advanced topics in the Black-Scholes model such as optimal stopping theory for pricing and hedging American options, change of numeraire methods, derivatives dependent on one or more Brownian motions, pricing options on correlated assets and various exotic options.

学生评价、难度与工作量

还没有澳国立学生给 FINM6007 写过评价。有人写了之后,这里会显示实用性、难度(difficulty)、推荐度和具体的课程体验——在那之前它是空的,不会用生成内容填满。

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