This Unit covers the theoretical foundations of derivative securities, financial forwards and futures, forward rate agreements (FRAs) and swaps, model-independent option valuation, geometric Brownian motion, Black-Scholes-Merton model, binomial model, option Greeks, and model risk. -- Course Website
Prerequisites: 2807 (v.6)<br/> Managerial Finance 212<br/> <br/> or any previous version<br/> <br/> <br/><br/> <br/> OR<br/><br/> <br/> 12607 (v.4)<br/> Finance Principles 215<br/> <br/> or any previous version