Course Detail
Units:
3.0
Course Components:
Lecture
Enrollment Information
Enrollment Requirement:
Prerequisites: 'C-' or better in FINAN 3050 AND (Full Major status in Finance OR Full Major status in QAMO OR Full Minor status in Advanced Financial Analysis).
Requirement Designation:
Quantitative Intensive BS
Description
The course explores the uses and pricing of contingent claims including options, futures, and swaps. Relations to underlying assets such as stocks, bonds, and commodities will be emphasized. Both theoretical models and practical applications are covered, with an emphasis on hedging.