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Fixed Income, Options and Derivatives: Models and Applications

ECO 466

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A derivative is a financial instrument whose value depends on the value of other financial assets. Derivatives are actively traded on financial markets and are used by many firms to hedge financial and non-financial risks. Examples of derivatives include options, futures, interest rate and commodity derivatives. The course combines mathematical models for pricing and hedging derivatives with practical applications. This course is technical by nature, and makes extensive use of calculus, statistics, and spreadsheets.
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Section C01

  • Type: Class
  • Section: C01
  • Status: O
  • Enrollment: 4
  • Capacity: 15
  • Class Number: 40632
  • Schedule: T 12:30 PM-01:20 PM

Section C02

Section L01

  • Type: Lecture
  • Section: L01
  • Status: O
  • Enrollment: 7
  • Capacity: 30
  • Class Number: 40628
  • Schedule: TTh 11:00 AM-12:20 PM