FIN 480 - Derivatives

(3 units)

Prerequisites: FIN 350 and Finance majors, Finance minors, Applied MATH majors. Freshmen excluded.
This is an introductory course in futures, options, swaps, and other derivatives. It teaches risk management methods and introduces financial engineering techniques, including basic stochastic calculus. It emphasizes the pricing of derivatives and the building of various quantitative models.

Both grading options.