2013-2014 Academic Catalog 
    
    Nov 23, 2024  
HELP
2013-2014 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 .
Catalog Navigation
  Catalog Home
  History of Clark
  Accreditation
  Tuition and Financial Aid
  Admissions Requirements
  Departments and Offices
  Undergraduate Academics and Special Programs
  Programs of Study
  Courses
  Student Resources
  Undergraduate Academic Policies
  Graduate Academic Policies & Information
  Facilities
  The Corporation
  Academic Calendar