Quantitative Finance (FIA33201)
Overview
Course Overview (PDF)
Textbooks & References
Options, Futures, and Other Derivatives (John Hull)
An Introduction to Financial Option Valuation (Desmond Higham)
Stochastic Analysis for Finance with Simulation (Geon Ho Choe)
Computer Software
MATLAB (visit Mathwork website for download with your UNIST account)
Subjects
Introduction (PDF)
Pricing of Forward and Futures (PDF)
Option Pricing with Binomial Tree Model (PDF)
Probability (PDF)
Computer Simulation (PDF)
Matlab Guide for Beginner (PDF)
Asset Movement Model (PDF)
Black-Scholes Model (PDF)
Option Pricing with Monte Carlo Method (PDF)
Variance Reduction Methods for Monte Carlo Method (PDF)
American Option Pricing with Binomial Tree (PDF)
Option Pricing with Finite Difference Method