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Asset Pricing II: Stochastic Calculus and Advanced Derivatives

ORF 515/FIN 503

1254
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The course covers the pricing and hedging of advanced derivatives, including topics such as exotic options, greeks, interest rate and credit derivatives, as well as risk management. The course further covers basics of stochastic calculus necessary for finance. Designed for Masters students.
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Section L01

  • Type: Lecture
  • Section: L01
  • Status: O
  • Enrollment: 33
  • Capacity: 58
  • Class Number: 40481
  • Schedule: TTh 09:30 AM-10:50 AM

Section P01

  • Type: Precept
  • Section: P01
  • Status: O
  • Enrollment: 33
  • Capacity: 58
  • Class Number: 40482
  • Schedule: M 05:00 PM-05:50 PM