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Jan 28, 2025
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FINANCE 703 / Derivatives 3 unit(s)
Prerequisite(s): FINANCE 601
This course provides an advanced analysis of the pricing of derivatives and the numerical methods that are used to implement derivatives pricing models. Formal derivations and theoretical models are covered in this course. Topics include stochastic calculus, the Black-Scholes model and its variations, exotic options, and interest rate derivatives.
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