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FINE 448 Financial Derivatives (3 credits)

Offered by: Management (Desautels Faculty of Management)

Overview

Finance : The course will concentrate on both the analytical and practical aspects of investments in options and futures. The first part of the course concentrates on option and futures valuation, considering both discrete and continuous time models. The second part of the course concentrates on the practical aspects of options and futures trading.

Terms: Fall 2013, Winter 2014, Summer 2014

Instructors: Patrick Augustin (Fall) Mohammed M Chaudhury, Larbi Hammami (Winter)

  • Prerequisite: MGSC 272 or MGSC 372 or equivalent