2010-2011 Academic Catalog 
    
    Apr 29, 2024  
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2010-2011 Academic Catalog [ARCHIVED CATALOG]

FIN 5302 - Quantitative Techniques for Derivatives Valuation

This course is a continuation of Stock and Bond valuation. It expands on portfolio theory, and introduces basic methods of pricing derivatives: options, futures, forward contracts and swaps. Models include Markowitz portfolio optimization, Black-Scholes models for options and arbitrage-free models for forwards, futures and swaps.

Prerequisites: FIN 4200  or FIN 5301 .

When Offered: Seven weeks

Faculty: TBA
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