Jan 16, 2022  
Graduate Catalog 2017-2018 
    
Graduate Catalog 2017-2018 [ARCHIVED CATALOG]

STAT 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 such as hedging and speculation, and potential problems that can arise in the application of financial derivatives.

prereq: permission of the department
Hours 3
Credits 3