Asset Pricing II: Stochastic Calculus and Advanced Derivatives
ORF 515/FIN 503
1224
1224
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The course covers the pricing and hedging of advanced derivatives, including topics such as exotic options, greeks, interest rate and credit derivatives, as well as risk management. The course further covers basics of stochastic calculus necessary for finance. Designed for Masters students.
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Section L01
- Type: Lecture
- Section: L01
- Status: O
- Enrollment: 27
- Capacity: 58
- Class Number: 40969
- Schedule: MW 03:00 PM-04:30 PM - Friend Center 008
Section P01
- Type: Precept
- Section: P01
- Status: O
- Enrollment: 27
- Capacity: 58
- Class Number: 40970
- Schedule: M 05:00 PM-05:50 PM - Julis Romo Rabinowitz Building A12