FINM4043

Exotic Options and Structured Products 奇异期权和结构性产品

Financial Mathematics · DST · Major Elective Courses · 3 Units

Course Descriptions

This course aims to provide students with an introduction to the major structured products, their design, pricing and their uses and risks. The key features of each exotic option that can be used to develop such structured products will also be covered. The course will discuss the process of Financial Engineering in the construction of these financial instruments by using the building blocks of bonds, forwards, swaps and standard options and exotic options. Emphasis will be on the Equity-linked, FX-linked and Interest-rate linked structured products.

Prerequisite

FINM3093 Investments

Workload

Workload not available

Modules

Modules not available

Overall Score

?/10

Last updated: 5 years, 10 months ago