FIN 514
Fall 2021 Part of Term 1
Part of Term 1
Aug 23-Dec 8
Aug 23-Dec 8
Valuation of Complex Derivative Securities
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 | |
|---|---|---|---|---|---|---|---|---|
|
66394
|
Lecture-Discussion
|
A
|
2:00PM
-3:20PM
|
MW
|
Business Instructional Fac
|
Widdicks, M
|
|
|
|
76512
|
Online
|
XA
|
2:00PM
-3:20PM
|
MW
|
n.a.
|
Widdicks, M
|
|