英语翻译只翻译每课的名称就行了,后面的介绍不用翻,是供各位参考的.Derivative SecuritiesThis c

英语翻译
只翻译每课的名称就行了,后面的介绍不用翻,是供各位参考的.
Derivative Securities
This course unit covers the valuation and application of financial derivatives instruments,and the use of no-arbitrage arguments and risk neutral valuation for the relative pricing of financial derivatives.
•Foundations of Finance Theory
This course unit provides a foundation in the most important models in finance:general no-arbitrage relationships (forward parity,put-call parity,MM theorem,the law of one price),stock valuation models (APT,CAPM,TSP) and option pricing models.
•Martingales with Applications to Finance
The course unit content includes:probability,measures and random variables; integration with respect to a probability measure; price processes,self-financing portfolios and value processes; arbitrage opportunities and equivalent martingale measures; market completeness; options and option pricing; stopping times and the optional sampling
theorem.
•Stochastic Calculus
The course unit content includes:Wiener process; continuous local martingales; the quadratic variation process; Ito’s integral with respect to a continuous semi-martingale; the Levy characterisation theorem; the martingale representation theorem; optimal prediction of the maximum process; Bassel process; the Ornstein-Uhlenbeck process; branching diffusion; Brownian bridge; the Shiryaev process; the sequential testing equation; the quickest detection equation; the existence and uniqueness of solutions in the case of Lipschitz coefficients.
Semester 2
•Brownian Motion
This course unit covers:heat equation,diffusion equation,Einstein’s derivation of the diffusion equation,the Wiener process,the Ornstein-Uhlenbeck process,strong Markov property,diffusion processes,boundary classification,the Kolmogorov forward and backward equations,probabilistic solutions of PDEs.
•Computational Finance*
This course unit covers computational methods,including Monte Carlo and Lattice methods for option pricing,finite difference methods for parabolic PDEs with emphasis on Crank Nicolson methods for parabolic systems,point and line relaxation and PSOR methods,and quadrature methods.
•Financial Econometrics
This course unit covers OLS,ML and GMM estimation methods,univariate time series analysis and various topical issues such as ARCH,Vector Autoregressive Models,unit roots,error correction,co-integration and nonlinear time series models.
•Stochastic Modelling in Finance
The unit focuses on mathematical models in financial mathematics.This includes:hedging strategies and managing market risk using derivatives; binomial model; risk-neutral valuation; diffusion-type models for stock prices; Black-Scholes formula; stochastic volatility models and option pricing with transaction costs.
有没哪位是从国外学了这课程的？

金融理论初步
金融实践技巧
随机微分概念
布朗运动
计算金融
计量经济学
随即变量在经济学中的应用