The Chinese University of Hong Kong

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RMSC 4007 Risk Management with Derivatives Concepts

Related Textbook(s)/Reference(s):
2 sharing(s) available for this course
Average Rating:

10.00


Anonymous shared this review at 1:22am 19 November 2013
  • Professor: Gu Ming Gao
  • Language: English & Putonghua
Rating:

10.00

Course Description
Conditional Expectation
Assessment
Not Important
Grading

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Anonymous shared this review at 12:38pm 12 November 2015
  • Professor: WONG, Hoi Ying
  • Language: English
Rating:

10.00

Course Description
介绍衍生品定价的计算,用到了Laplace transform, change of measure等方法,从project、作业、期中考试中能学到很多东西
Assessment
50%三次作业+期中考试,50%project
Grading

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Teaching Skills & Others

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Teaching Professor(s)

WONG, Hoi Ying

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