Prerequisite: FINC 450.
This course is a comprehensive introduction to the theory, use, and valuation of derivative securities, with particular emphasis on options and forward/futures contracts. A sound understanding of the intuition underlying option pricing is critical to a thorough understanding of modern finance and financial risk management. We may also look at other types of derivatives as well as some extensions of the most fundamental models.
This course is a comprehensive introduction to the theory, use, and valuation of derivative securities, with particular emphasis on options and forward/futures contracts. A sound understanding of the intuition underlying option pricing is critical to a thorough understanding of modern finance and financial risk management. We may also look at other types of derivatives as well as some extensions of the most fundamental models.