FIN 514
Spring 2006 All Classes
All Classes
Credit: 4 hours.
Presents the main ideas and techniques of modern option pricing theory, including: the Black-Scholes-Merton analysis; risk-neutral probabilities and the probabilistic solution; numerical techniques for computing option prices; an introduction to term structure modeling; and perhaps other topics, at the discretion of the instructor.
Prerequisite: Prior or concurrent registration in FIN 513, or consent of instructor.
Section Status updates every 10 minutes.
| CRN | Type | Section | Time | Day | Location | Instructor | Section Details | |
|---|---|---|---|---|---|---|---|---|
|
43823
|
Lecture-Discussion
|
R
|
1:00PM
-2:20PM
|
TR
|
240 Wohlers Hall
|
Widdicks, M
|
|