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Nov 23, 2024
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2020-2022 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]
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FRE-GY 6073 Introduction to Derivative Securities3 Credits
This course explains in detail various models and methods for pricing and hedging derivatives including: European, American, exotic options, swaps, and convertible bonds. Presentation is done using equity, interest rate, and volatility derivative products. A short introduction to computational methods necessary for pricing derivatives is provided.
Prerequisite(s): Matriculation into MS Financial Engineering or permission of the department.
Weekly Lecture Hours: 3
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