Dec 30, 2024  
2017-2018 Academic Catalog 
    
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2017-2018 Academic Catalog [Published Catalog]

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FINC 512/5313 - Options and Derivatives (3 cr.)


Prerequisites
ACCT 5201  , FINC 5202  and FINC 5203  .

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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