Mar 29, 2024  
2022-2023 Graduate Bulletin 
    
2022-2023 Graduate Bulletin [ARCHIVED BULLETIN]

Add to Bulletin (opens a new window)

FIN 7033 Derivative Securities

(3 hours)
Introduces the use and pricing of derivative assets. Covers mathematical concepts underlying derivative asset analysis, the institutional structure of derivative markets and contracts, elementary pricing relations, the binominal and Black-Scholes options pricing models. Futures, options, bond and foreign currency options, implied binomial trees, and alternative option pricing models are explored. Prerequisite: FIN 7003 .



Add to Bulletin (opens a new window)