Modeling and Market Making in Foreign Exchange
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Overview
Subject area
MTH
Catalog Number
9866
Course Title
Modeling and Market Making in Foreign Exchange
Department(s)
Description
The course introduces mathematical models used to price and risk managefinancial derivatives in foreign exchange markets. The emphasis is onpractical aspects of modeling and the electronic market making in spotmarkets, forward markets, vanilla option markets, and algorithmic indexmarkets
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
3
Requisites
028901