2022-2023 Undergraduate & Graduate Catalog
FIN 627 - Derivative Assets and Markets
The course examines options and futures markets and instruments. Options topics include options markets, properties of options, option trading strategies, and derivation and application of various valuation models, including the binomial model and the Black-Scholes model. Other topics include valuation in the forwards, futures, and swaps markets. Offered winter semester of even-numbered years. Prerequisite: Completion of M.B.A. background equivalents.
Credits: 3