This class provides an introduction to derivatives markets. This course is designed to achieve two main objectives. First, provide students with a rigorous framework used in valuing derivative contracts. This will include an in-depth treatment on the two work horses of the binomial model and the Black-Sholes-Merton model. Second, apply the framework to understand a wide variety of issues related to risk management and investment decisions.
prereq: Fall A Cohort Completion
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