Financial Markets and Securities
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Overview
Subject area
MTH
Catalog Number
9814
Course Title
Financial Markets and Securities
Department(s)
Description
This course presents some of the fundamental derivative securities traded in the financial markets: options, forwards, futures, and swaps. Pricing principles such as arbitrage pricing, risk-neutral pricing, the Black-Scholes formula, and binomial trees will also be discussed.
Typically Offered
Fall, Spring, Summer
Academic Career
Graduate
Liberal Arts
Yes
Credits
Minimum Units
1.5
Maximum Units
1.5
Academic Progress Units
1.5
Repeat For Credit
No
Components
Name
Lecture
Hours
1.5
Requisites
038265