FIN 514 FE2 - Financial Engineering II

Campus: Urbana-Champaign

Description:

Presents the main ideas and techniques of modern option pricing theory, including: the Black-Scholes-Merton analysis; risk-neutral probabilities and the probabilistic solution; numerical techniques for computing option prices; an introduction to term structure modeling; and perhaps other topics, at the discretion of the instructor. Course Information: Prerequisite: Prior or concurrent registration in FIN 513 or consent of instructor.

Option 1

Course Level: Graduate

Credit: 4

Term(s): Summer