FINA 4529: 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

View on University Catalog

All Instructors

A- Average (3.751)Most Common: A (43%)

This total also includes data from semesters with unknown instructors.

69 students
SFDCBA
  • 4.11

    /5

    Recommend
  • 4.78

    /5

    Effort
  • 4.52

    /5

    Understanding
  • 4.32

    /5

    Interesting
  • 4.76

    /5

    Activities


      Contribute on our Github

      Gopher Grades is maintained by Social Coding with data from Summer 2017 to Fall 2023 provided by the Office of Institutional Data and Research

      Privacy Policy