70-497: Options
In this course students will learn to evaluate contingent claims such as options, futures, swaps and other exotic securities. In addition to covering canonical valuation formulae for standard option and future contracts, students will use numerical simulation methods to evaluate more exotic securities. The course will also cover various aspects of using derivative securities for risk management purposes.
| A | MWF | 09:30 am - 10:20 am | IA CP AUD | Julliard |