Note: This is the 2017–2018 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
Overview
Finance (CCE) : This course develops and illustrates the no-arbitrage approach to the valuation of popular derivatives like ±«ÓãÖ±²¥s, futures and options for risk management purposes. Additional topics include an introduction to exotic options, emerging instruments, and the Nobel winning Black-Scholes option pricing model.
Terms: Fall 2017
Instructors: di Pietro, Vadim (Fall)