Quantitative Finance (FIA33201)

• Syllabus

• Introduction 

Computer Software

• MATLAB (visit MathWorks website for download with your UNIST account)

Subjects

• Pricing of Forward and Futures

• Option Pricing with Binomial Tree Model (Excel)

• Asset Movement Model 

• Black-Scholes Model: Pricing + Hedging 

• Option Pricing with Monte Carlo Method

• Application to Reinforcement Learning for Option Hedging