2014-2015 Academic Catalog 
    
    Apr 23, 2024  
2014-2015 Academic Catalog [ARCHIVED CATALOG]

FIN 5302 - Quantitative Techniques for Derivatives Valuation


This course is an introduction to derivatives. It emphasizes mathematical valuation techniques, and introduces methods of pricing basic derivatives: options, futures, forward contracts and swaps. Models include binomial model and Black-Scholes model for options and arbitrage-free models for forwards, futures and swaps.

Open to MBA students only.

Prerequisites: FIN 4200  or FIN 4200 waiver, or FIN 5301 .

Anticipated Terms Offered: Varies