Basic Option Theory
Course code
MLM7016.DT
old course code
MLM7016
Course title in Estonian
Optsioonide hindamise alused
Course title in English
Basic Option Theory
ECTS credits
6.0
Assessment form
assessment
lecturer of 2023/2024 Spring semester
Not opened for teaching. Click the study programme link below to see the nominal division schedule.
lecturer of 2024/2025 Autumn semester
Not opened for teaching. Click the study programme link below to see the nominal division schedule.
Course aims
To study main mathematical methods of portfolio and options
Brief description of the course
Securities, return and risk. CAMP models. Basic option theory.
Learning outcomes in the course
Upon completing the course the student:
Who passed knows:
- main mathematical methods of portfolio and options,
- basic results of the course,
- problem solving methods
Who passed knows:
- main mathematical methods of portfolio and options,
- basic results of the course,
- problem solving methods
Teacher
juhtiv teadur Andi Kivinukk
Study programmes containing that course