My research interests are in empirical corporate finance--product market competition, security issuance, corporate disclosures, financial regulation, and corporate innovation.
FNCE 4040 - Derivative Securities
Primary Instructor
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Spring 2018 / Spring 2019 / Fall 2019
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.