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.
|Pre or Corequisite||
ECON 7910 or permission of department
Schedule of Classes
If FINA 9100 is not offered for Fall 2014 you will see a page stating "No classes were found that meet your search criteria."
Course schedule information for the Fall 2014 term is currently only available in Athena.