Introduction of Mathematical Finance
Course Code
AK2261
Number of Credits
3
Semester
Course Type
Study Material
| Study Material | Depth |
|---|---|
| Chance and Normal Random Variables | |
| Geometric Brownian Motion | Expert |
| Options and diagram spay-off | Express |
| Calculation of option value through neutral risk opportunities | Express |
| Determinants of National Income and the Multiplier Effect | Expert |
| Financial derivative contracts | Explore |
| Arbitrage theorem | Express |
| Binomial model | Express |
| Black-Scholes formula | Expert |
| Utility function in investment | Expert |
| CAPM | Expert |
| Exotic option | Expert |
Graduate Learning Outcomes (GLO) carried by the course
| CPMK Code | Course Learning Outcomes Elements (CLO) |
|---|---|
| CPMK 1 | Sufficient knowledge and insight in the field of financial mathematics to understand financial derivative contracts, investment strategies, and option value calculations. |
| CPMK 2 | The ability to think critically to identify investment problems in the capital market by applying knowledge and methods in financial mathematics. |
| CPMK 3 | Ability to describe investment problems in the capital market, collect data, carry out calculations and analysis. |
| CPMK 4 | Ability to work together and communicate effectively in completing group assignments on topics related to financial mathematics, especially in calculating financial option prices. |
| CPMK 5 | Attitude, work ethic and personality as a good student, which reflects integrity, independence, high curiosity, perseverance, thoroughness, creativity, honesty and self-confidence in completing assigned tasks related to financial mathematics topics. |
| CPMK 6 | Ability to use knowledge of financial mathematics in solving investment problems in the capital market and skilled at solving them software related to carrying out calculations. |
| CPMK 7 | Readiness to learn further financial mathematics and investment science. |
Learning Method
- Combination of lectures and discussions, problem-based learning, independent and group assignments, joint quizzes.
Learning Modality
- Synchronous and asynchronous via LMS
Assessment Methods
- Quizzes, UTS, UAS, Independent Assignments, Group Assignments