The page uses Browser Access Keys to help with keyboard navigation. Click to learn moreSkip to Navigation

Different browsers use different keystrokes to activate accesskey shortcuts. Please reference the following list to use access keys on your system.

Alt and the accesskey, for Internet Explorer on Windows
Shift and Alt and the accesskey, for Firefox on Windows
Shift and Esc and the accesskey, for Windows or Mac
Ctrl and the accesskey, for the following browsers on a Mac: Internet Explorer 5.2, Safari 1.2, Firefox, Mozilla, Netscape 6+.

We use the following access keys on our gateway

n Skip to Navigation
k Accesskeys description
h Help
New York University Polytechnic School of Engineering    
  Feb 24, 2018
2013-2014 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]

[Add to Portfolio]

FRE-GY 6631 Applied Derivatives and Real Options Finance

1.5 Credits
This course focuses on financial-engineering applications using derivatives, alone and in combination with other financial instruments. In addition to studying complex financial- engineering structures, students consider applications of real options to the many industrial and assets management problems dealt with by business firms. Examples of applications include case problems in real options as well as issues in tax arbitrage, the construction of equity collars on restricted stock, the alteration of the investment characteristics of large portfolios, and the creation of synthetic financial instruments.

Prerequisite(s): FRE-GY 6411  and FRE-GY 6511  and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0

[Add to Portfolio]