Course Catalog and Schedule

Derivatives Markets II (FINC-467-0)
1.00 Credit
TCE BidStats


This course counts toward the following majors: Analytical Finance, Finance.

This course studies the foundations of derivatives pricing and modern risk management practice. Topics include delta-hedging, the lognormal distribution, Monte Carlo valuation, the Black-Scholes equation, exotic options, fixed income derivatives and risk assessment. Extensive use is made of spreadsheet-based valuation models. This course presumes that students already understand binomial pricing and the Black-Scholes formula.

All Students: FINC-465-0

Download Schedule Information

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Academic Year Term   Course ID Title Sec ID   Credits Syl Instructor Times Campus Location Mand 1st Exam
2013-2014 Winter 2014 FINC-467-0 Derivatives Markets II 81 1 McDonald, Robert Tue 06:30 PM - 09:30 PM Evanston Jacobs (G03) N 6:30pm, 3/18/14, Rm. 101 & multiple times on 3/15/14 & 3/16/14. FT students: Registration by 3/5 required for weekend exams.