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FINE 448 Financial Derivatives (3 credits)

Note: This is the 2020鈥�2021 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

Offered by: Management (Desautels Faculty of Management)

Overview

Finance : The course will concentrate on both the analytical and practical aspects of investments in options and futures. The first part of the course concentrates on option and futures valuation, considering both discrete and continuous time models. The second part of the course concentrates on the practical aspects of options and futures trading.

Terms: Fall 2020, Winter 2021, Summer 2021

Instructors: Augustin, Patrick (Fall) Andrei, Daniel (Winter) Xu, Haohua (Summer)

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