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.

Oasis Title


Semester Course Offered

Offered every year.

Grading System

A-F (Traditional)

Pre or Corequisite

ECON 7910 or permission of department

Syllabi FINA 9100
Credit Hours 3.0