| Class Id | 9438 |
| Days | TTh |
| Start time | 09:30 AM |
| End time | 10:50 AM |
| Building | BENDC |
| Room | 103 |
| Course Id | 4225 |
| Dept and Number | FIN 503 |
| Dept and Number | 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 | |
| Professor | Birgit Rudloff |