FNCE 4040 - Derivative Securities Course

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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
• Davies, Shaun William  
  Primary Instructor - Spring 2018 / Spring 2019 / Fall 2019 / Fall 2020 / Spring 2022 / Spring 2023
• Garcia, Diego  
  Primary Instructor - Fall 2022
• 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
• Obreja, Iulian  
  Primary Instructor - Spring 2021