FIN 514

spring 2013

All Classes

Financial Engineering II

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.

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