ECONOMIC 3333A
0.50 credit · Main
This is an intermediate course on derivatives securities that emphasizes practical applications. Topics include valuation models of derivatives (futures, forwards, options and swaps), stochastic processes, trading strategies using derivatives, the Greeks and portfolio management, and if time permits, real options and project evaluation.
Economics 2181A/B, Economics 2220A/B, Economics 2223A/B, Economics 2260A/B, or Economics 3332A/B. Pre-or Corequisite(s): Economics 3332A/B.
Business Administration 4413A/B, Financial Modelling 2557A/B, MOS 3312A/B, MOS 4312A/B.
3 lecture hours.
No reviews yet - be the first.