Professor Yerkin Kitapbaev
Location NES MiF campus @ Novotel Kievskaya
This is an introductory course to the theory and practice of financial engineering and derivatives. It will cover forwards and futures contracts, binomial and Black-Scholes- Merton models for option pricing, hedging and replication of derivatives, implied and historical volatility, volatility surface, and other topics. The course is especially relevant to students interested in financial markets and securities trading.