FIN 514

Spring 2015 Part of Term 1

Part of Term 1
Jan 20-May 6

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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FIN 514 class schedule data for spring 2015
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	49205	Lecture-Discussion	A	11:00AM -12:20PM	TR	Business Instructional Fac	Widdicks, M	Part of Term: 1 Date Range: 01/20/15-05/06/15 Section Info: Registration restricted to MSFs and MBAs. MBA students must have completed or be concurrently enrolled in FIN 511. Restriction(s): Restricted to MS: Finance Cost Rec -UIUC or MBA:Bus Administration -UIUC.