Selected tools from continuous time finance and fundamental concepts in the analysis of stochastic processes. These tools are applied to the pricing of derivative securities--especially forward, futures, and option contracts. Binomial and finite difference approximations to continuous time processes are also used to price derivatives.

Semester Course Offered

Offered every year.

Grading System

A-F (Traditional)

Pre or Corequisite

ECON 7910 or permission of department

Athena Title


Syllabi FINA 9100
Credit Hours 3.0