FIN 514

Spring 2016 Part of Term 1

Part of Term 1
Jan 19-May 4

Financial Engineering II

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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 2016
	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: 01/19/16-05/04/16 Section Info: Registration restricted to MSFs and MBAs. Restriction(s): Restricted to Graduate - Urbana-Champaign.