Class Id: 9438
Days: TTh
Start Time: 09:30 AM
End Time: 10:50 AM
Building: BENDC
Room: 103
Course Id: 4225
Departments and Numbers: FIN 503, ORF 515
Area:
Title: Asset Pricing II: Stochastic Calculus and Advanced Derivatives
Description: This course covers the pricing and hedging of advanced derivatives including topics such as exotic options, greeks, interest rate derivatives and credit derivatives. The course will cover basics of stochastic calculus necessary for finance. It is designed for Masters students.
Prerequisites:
Professors: Birgit Rudloff
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Created by Bob Dondero.