Jan 18, 2022  
Graduate Catalog 2009-2011 
Graduate Catalog 2009-2011 [ARCHIVED CATALOG]

ECO 76100 - Advanced Concepts in Financial Markets

Study of the essential techniques of pricing financial derivatives, including the Black-Scholes formula, binomial trees, and risk-neutral valuation methods. Discussion of trading strategies associated with the use of financial derivatives for different purposes, and potential problems that can arise in the application of financial derivatives.

prereq: ECO 76000