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Probability and Stochastic for Finance II
Online
4 Weeks
Free Quick Facts
| Medium Of Instructions | Mode Of Learning | Mode Of Delivery |
|---|---|---|
| English | Self Study | Video and Text Based |
Courses and Certificate Fees
| Certificate Availability | Certificate Providing Authority |
|---|---|
| yes | IIT Kanpur |
The Syllabus
- Fundamentals of Interest Rates
- Fixed Income Securities
- Term Structure of Interest Rates- I
- Optimization Models In Finance
- Crash course on KKT Condition
- Mean Variance Portfolio Optimization I
- Mean Variance Portfolio Optimization II
- Mean Variance Portfolio Optimization III
- Mean Variance Portfolio Optimization IV
- Last lecture on Portfolio Optimization
- Capital Asset Pricing Model
- The Binomial Model [Lox-Ross-Rubenstein Model]
- The Binomial Method II
- Binomial Method III (Multiperiod model)
- Binomial model IV
- Girsanav's Theorem (Basic tool)
- Girsanav's Theorem (Statement and proof)
- Stock price under risk netral measure
- The Black -Scholes formula
- Final Lecture