FINA4529

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FINA 4529 - Derivatives II Capstone (2 Cr.)

Finance (11265) TCSM - Curtis L. Carlson School of Management

Course description

Quantitatively advanced material such as Black-Scholes model for valuing option sensitivities (the Greeks). Value-at-risk methods. Valuation/uses of credit derivatives such as default swaps/collateralized debt obligations.

prereq: FINA 4522

Minimum credits

2

Maximum credits

2

Is this course repeatable?

No

Grading basis

A-F - A-F Grade Basis

Lecture

Requirements

004078

Credit will not be granted if credit has been received for:

02086

Fulfills the writing intensive requirement?

No

Typically offered term(s)

Every Spring