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Now with data from Summer 2024.
Quantitatively advanced material such as Black-Scholes model for valuing option sensitivities (the Greeks). Value-at-risk methods. Valuation/uses of credit derivatives such as default swaps/collateralized debt obligations. prereq: FINA 4522
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All Instructors
This total also includes data from semesters with unknown instructors.
Stuart Webb
5 terms from Spring 2019 to Spring 2024
Spring 2024
Spring 2023
Spring 2022
Spring 2020
Spring 2019
Aamir Khan
Spring 2018
Gopher Grades is maintained by Social Coding with data from Summer 2017 to Summer 2024 provided by the Office of Institutional Data and Research