Mar 29, 2024  
2018-2019 Undergraduate and Graduate Catalog 
    
2018-2019 Undergraduate and Graduate Catalog [ARCHIVED CATALOG]

FIN 480 - Derivatives


(3 units)

Prerequisites: FIN 350 .
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.