CM2 with MS Excel (Earlier CT8)
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₹ 20,000
Course Description
CT8 is an great subject to study. This paper is devoted to derivatives and their pricing with special emphasis on the celebrated Black-Scholes option pricing formula. Other things that it covers include CAPM, MPT, APT, Multi-Factor and Single-Factor Models, EMH, Behavioral Finance, Stochastic dominance, Utility theory under uncertainty & certainty equivalent, interest rate models and credit risk models. All of these are important and useful in determining investment strategy consistent with actuarial prudence. It is strongly recommended that this paper is taken only after CT3 and CT1.
Course Features
- Lectures 24
- Quizzes 0
- Duration 50 hours
- Skill level All levels
- Language English
- Students 85
- Assessments Yes
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CT 8
- Efficient Market Hypothesis
- Utility Theory
- Behavioural Finance
- Measures of Investment Risks
- Portfolio Theory
- Models of Asset Returns
- Asset Pricing Models
- Brownian Motion and Martingales
- Stochastic Calculus and Ito Processes
- Options and Greeks Part 1
- Options and Greeks Part 2
- Binomial Model Part 1
- Binomial Model Part 2
- American Option Pricing- Binomial Model
- Black Scholes Model
- 5 Step Method Discrete Part 1
- 5 Step Method Discrete Part 2
- 5 Step Method Continuous
- Ornstein Uhlenbeck
- Term Structure of Interest Rates Part1
- Term Structure of Interest Rates Part 2
- CT 8_22_Credit Risk Merton Model
- CT 8_23_Two State Model and JLT Model
- CT 8_24_Lognormal Model
