Course Catalog and Schedule

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

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

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Academic Year Term   Session Course ID Title Sec ID   Credits Syl Instructor Times Campus Location Mand 1st Exam
2015-2016 Winter 2016 10 Weeks FINC-467-0 Derivative Markets II 81 1 McDonald, Robert Thu 6:30 PM - 9:30 PM Evanston TBD (Room TBA) N