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
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Last updated: 6 years, 5 months ago
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