Course Catalog and Schedule



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

Description:
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.

Prerequisites:
All Students: FINC-465-0

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