FINA4529
FINA 4529 - Derivatives II Capstone (2 Cr.)
Finance (11265)
TCSM - Curtis L. Carlson School of Management
FINA 4529 - Derivatives II Capstone (2 Cr.)
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
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
Typically offered term(s)
Every Spring