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Oct 11, 2024
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FINA 7A50 - Derivatives I Credit Hours: 1.5 Lecture Contact Hours: 2 Lab Contact Hours: 0 Prerequisite: Graduate standing and FINA 6A35 or FINA 6335.
Mechanics and institutional features of option markets, and trading strategies involving option. Properties of options prices and valuation using the Black-Scholes-Merton model. Delta hedging. N
Additional Fee N Fee Type N
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