FNCE 4040 - Derivative Securities Course uri icon

Overview

description

  • Develops the modern theory of contingent claims in a mathematical framework oriented toward applications. Examines how to use derivatives for risk management and to tailor portfolio payoffs. Provides an in-depth analysis of the properties of options.

instructor(s)

  • Brown, Daniel Gregory  
    Primary Instructor - Fall 2018 / Spring 2020 / Spring 2021 / Spring 2023 / Spring 2024
  • Buffa, Andrea  
    Primary Instructor - Fall 2023 / Fall 2024
  • Davies, Shaun William  
    Primary Instructor - Spring 2018 / Spring 2019 / Fall 2019 / Fall 2020 / Spring 2022 / Spring 2023 / Spring 2024
  • GarcĂ­a, Diego  
    Primary Instructor - Fall 2022 / Fall 2023 / Fall 2024
  • Gross, David Michael  
    Primary Instructor - Spring 2020 / Fall 2021 / Fall 2022
  • Moon, Katie  
    Primary Instructor - Spring 2018 / Spring 2019 / Fall 2019 / Fall 2020 / Spring 2022 / Spring 2023 / Spring 2024
  • Obreja, Iulian  
    Primary Instructor - Spring 2021