| |
May 20, 2025
|
|
|
|
|
2025-2026 University Catalog
|
FIN 4328 - Introduction to Derivatives
3 Credits
The course provides an introduction to the primary instruments of the derivative securities market. Topics covered include no-arbitrage-based pricing; binomial option pricing; the Black-Scholes model; practical issues with Black-Scholes model; the pricing of futures and forwards; hedging with derivatives; portfolio insurance; equity and debt as options; executive stock options; real options.
Prerequisite(s): Take FIN 3325 ; Minimum grade C;
|
|
