FINE 448 Financial Derivatives (3 credits)

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Offered by: Management (Desautels Faculty of Management)


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 2016, Winter 2017, Summer 2017

Instructors: Chaudhury, Mohammed M (Fall) Augustin, Patrick (Winter) Hu, Chang Jie (Summer)

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