FIN 514 FE2 - Financial Engineering II
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 1Number of Required Visit(s): 0
Course Level: Graduate