FINC 512/5313 - Options and Derivatives (3 cr.)
Description
This course covers a list of advanced topics in derivative securities. It assumes that students have taken an introductory course in derivatives as well as an introduction to fixed-income markets. The first part of the course develops numerical techniques which are used to implement pricing methodologies. The techniques are applied to exotic options and real options. The second part of the course develops term structure models and options based on fixed income securities.
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