FIN 514
Spring 2023 Part of Term 1
Part of Term 1
Jan 17-May 3
Jan 17-May 3
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 | |
|---|---|---|---|---|---|---|---|---|
|
49205
|
Lecture-Discussion
|
A
|
11:00AM
-12:20PM
|
TR
|
3039 Business Instructional Fac
|
Widdicks, M
|
|