Course Information

FIN3233 Derivatives and the Options Market

Credits: 3.00

This course builds on mathematical models of bond and stock prices and covers two major areas of mathematical finance with significant impact on operating-model financial markets, namely, Black-Scholes arbitrage pricing of options, and other derivative securities and interest rates together with their term structure. The course makes significant use of probability and calculus, covering the material in a mathematically rigorous and complete manner.

Prerequisite:FIN 2203. Co-Registration Requirements: FIN 2003, FIN 2103.