KCL Mathematical Finance I

3rd-year Undergraduate, Tutorial, King's College London, Department of Mathematics, 2024

This module aims to model the evolution of asset prices using the methodology of no-arbitrage in complete markets. The binomial asset pricing model will be the (mathematically easy!) vehicle used to introduce (profound!) financial concepts and necessary probability notions. This facilitates an intuitive understanding of terminology, preparing the student for the continuous-time equivalent, as well as providing a powerful practical tool.

My roles:

I will upload some materials in due course.