2012-2013 Undergraduate & Graduate Catalog
FIN 627 - Derivative Assets and Markets
The course examines options and futures markets and instruments. Options topics include: options markets; properties of options; option trading strategies; derivation and application of various valuation models including the binomial model and the Black-Scholes model. Other topics include valuation in the forwards, futures, and swaps markets. Prerequisite: FIN 621.