ECON 477-Analysis of Derivative Securities

(3.00)

A survey of the nature of major financial derivative securities, including options, futures and swaps. Study of the theoretical models of derivative securities including the binomial options model and the Black-Scholes model. Evaluation of the role of options in hedging and arbitrage.

Course ID: 53374
Consent: No Special Consent Required
Components: Lecture
Requirement Group: You must have taken ECON 374 and ECON 311 and received a grade of “C” or better before taking this class.