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发帖数: 119 | 1 选课问题， 麻烦各位高人帮看看应该选那些。谢谢。
1. Mathematics of Finance
Binomial model of stocks, stochastic calculus, martingales and arbitrage,
Black-Scholes equation and pricing derivative securities, interest rate
modeling, introduction to portfolio risk management.
2. Applied Computational Finance
Overview of equity, fixed income and FX markets; summary of continuous time
financial modelling; pricing of vanilla and exotic derivatives; lattice
methods: binomial trees; Monte Carlo methods; numerical methods for | s******t
发帖数: 1956 | 2 老实说，除了拿学位和证明你对QF有兴趣外，全都没大用。 |
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