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NUS Math Module Review: MA3245 Financial Mathematics I

This module introduces students to basic option theory and the pricing formula for the Black-Scholes model. Topics include binomial trees, replicating portfolios, arbitrage, hedging, risk neutrality, riskless trading strategies, partial differential equations, stochastic differential equations, Ito’s Lemma, Black-Scholes formula and numerical procedures. This module targets all students who have an interest in computational finance.

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