2011-2012 Academic Catalog 
    
    Oct 18, 2024  
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2011-2012 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 5301 .
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