2012-2013 Academic Catalog

May 05, 2024

2012-2013 Academic Catalog [ARCHIVED CATALOG]

FIN 5207 - Advanced Derivatives

Although the quantity and complexity of derivative securities has exploded in recent years, there are basic mathematical tools that can be used to accurately place a value on any derivative, no matter how complex. This course focuses on learning these tools and understanding how they are applied to standard derivatives such as futures, options and swaps. The course will also focus on applying these tools to current financial engineering problems. Open to MSF students only.

Prerequisites: FIN 4200