FINA4529: Derivatives II Capstone

2 Credits

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: 4522 or 4523

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A- Average (3.723)Most Common: A (48%)

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