MF 623

Derivatives & Fin Risk Mgmt

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This course builds the conceptual framework to analyze and understand derivative contracts such as forwards, futures, options, and swaps. The main approaches employed in this course are the application of the non-arbitrage principle and the law of one price in the construction and pricing of derivative contracts. The course will emphasize practical considerations of derivatives use such as asset management, control of financial risks, and implementation of investment strategies with these contracts. This course will introduce students to standard frameworks for derivative valuation and analysis such as the Black-Scholes model, binomial trees, and Monte Carlo simulation. Exclusions: BU623.

This course builds the conceptual framework to analyze and understand derivative contracts such as forwards, futures, options, and swaps. The main approaches employed in this course are the application of the non-arbitrage principle and the law of one price in the construction and pricing of derivative contracts. The course will emphasize practical considerations of derivatives use such as asset management, control of financial risks, and implementation of investment strategies with these contracts. This course will introduce students to standard frameworks for derivative valuation and analysis such as the Black-Scholes model, binomial trees, and Monte Carlo simulation. Exclusions: BU623.

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This course builds the conceptual framework to analyze and understand derivative contracts such as forwards, futures, options, and swaps. The main approaches employed in this course are the application of the non-arbitrage principle and the law of one price in the construction and pricing of derivative contracts. The course will emphasize practical considerations of derivatives use such as asset management, control of financial risks, and implementation of investment strategies with these contracts. This course will introduce students to standard frameworks for derivative valuation and analysis such as the Black-Scholes model, binomial trees, and Monte Carlo simulation. Exclusions: BU623.

MF 623

Derivatives & Fin Risk Mgmt

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This course builds the conceptual framework to analyze and understand derivative contracts such as forwards, futures, options, and swaps. The main approaches employed in this course are the application of the non-arbitrage principle and the law of one price in the construction and pricing of derivative contracts. The course will emphasize practical considerations of derivatives use such as asset management, control of financial risks, and implementation of investment strategies with these contracts. This course will introduce students to standard frameworks for derivative valuation and analysis such as the Black-Scholes model, binomial trees, and Monte Carlo simulation. Exclusions: BU623.

This course builds the conceptual framework to analyze and understand derivative contracts such as forwards, futures, options, and swaps. The main approaches employed in this course are the application of the non-arbitrage principle and the law of one price in the construction and pricing of derivative contracts. The course will emphasize practical considerations of derivatives use such as asset management, control of financial risks, and implementation of investment strategies with these contracts. This course will introduce students to standard frameworks for derivative valuation and analysis such as the Black-Scholes model, binomial trees, and Monte Carlo simulation. Exclusions: BU623.

0%Liked

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This course builds the conceptual framework to analyze and understand derivative contracts such as forwards, futures, options, and swaps. The main approaches employed in this course are the application of the non-arbitrage principle and the law of one price in the construction and pricing of derivative contracts. The course will emphasize practical considerations of derivatives use such as asset management, control of financial risks, and implementation of investment strategies with these contracts. This course will introduce students to standard frameworks for derivative valuation and analysis such as the Black-Scholes model, binomial trees, and Monte Carlo simulation. Exclusions: BU623.