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FIN 514 XA - 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.

Special Instructions:

This section is only for students registered in-absentia.

Academic Program Restrictions:

EDM: Ed Pol Org & Ldrshp -UIUC MS: Finance - UIUC

Option 1

Number of Required Visit(s): 0

Course Level: Graduate

Credit: 4

Term(s): Spring


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