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KEIO Opencourseware >> Course List >> Faculty of Economics >>ADVANCED FINANCE (PCP), Spring 2007
ADVANCED FINANCE (PCP), Spring 2007

CULTURE AND THE UNCONSCIOUS

[Instructor]
Yuji YAMADA, Ph.D.

[Course Guide]

The course, which is the sequel to Introduction to finance, deals with an option pricing theory and its exercises. First of all, two-period binomial models are discussed. Moreover, we extend them to multi-period binomial models. Next, in order to learn the Black-Sholes model, we prepare several topics of a probability theory, which include normal distribution, random walk, the central limit theorem, Brownian motion and a basic guide of stochastic differential equations (SDE). Finally, the Black-Sholes model and formula are introduced.

Classes: 13
One 90-minute class per week

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