2022-2023 Undergraduate and Graduate Bulletin (with addenda) 
    Jul 20, 2024  
2022-2023 Undergraduate and Graduate Bulletin (with addenda)

FRE-GY 6073 Introduction to Derivative Securities

3 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