Mathematics8th Sem

B.Sc. Mathematics

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B.Sc. Mathematics

8th Semester Syllabus

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MJC-16 : Mathematical Finance

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Unit 1: Interest Rates
Interest rates
Types of rates
Measuring interest rates
Zero rates
Bond pricing
Forward rate
Duration
Convexity
Exchange traded markets and OTC markets
Unit 2: Derivatives
Derivatives--Forward contracts
Futures contract
Options
Types of traders
Hedging
Speculation
Arbitrage
No Arbitrage principle
Short selling
Forward price for an investment asset
Unit 3: Options
Types of Options
Option positions
Underlying assets
Factors affecting option prices
Bounds on option prices
Put-call parity
Early exercise
Effect of dividends
Unit 4: Option Pricing Models
Binomial option pricing model
Risk neutral valuation (for European and American options on assets following binomial tree model)
Lognormal property of stock prices
Distribution of rate of return
Expected return
Reference Books:
  • Hull, J. C., &Basu, S. (2010). Options, Futures and Other Derivatives (7th ed.). Pearson Education. New Delhi
  • Luenberger, David G. (1998). Investment Science, Oxford University Press. Delhi
  • Ross, Sheldon M. (2011). An elementary Introduction to Mathematical Finance (3rd ed.). Cambridge University Press. USA