FINA 5220 - Theory and Application of Financial Derivatives

3 hours

Introduces the various mathematical and probabilistic models used to value options as well as other derivative securities such as futures and swaps. Uses statistical modeling to include stochastic processes to explain how these securities are valued. The course also explores innovations in financial engineering and risk management.

Prerequisite(s): FINA 5210 or equivalent (may be taken concurrently).

Course specific fees (in addition to tuition and mandatory):
Academic (AF) per hour: $15.50 (instructional), (differential tuition may vary)