2013-2014 Undergraduate and Graduate Bulletin (with addenda) 
    
    Oct 15, 2018  
2013-2014 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]

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FIN-UY 3233 Derivatives and the Options Market

3 Credits
This course builds on mathematical models of bond and stock prices and covers two major areas of mathematical finance with significant impact on operating-model financial markets, namely, Black-Scholes arbitrage pricing of options, and other derivative securities and interest rates together with their term structure. The course makes significant use of probability and calculus, covering the material in a mathematically rigorous and complete manner.

Prerequisite(s): FIN-UY 2203 . Corequisite(s): FIN-UY 2003  and FIN-UY 2103 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0



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