York Course Web Site
Current Course Search By ...
Search By Subject
Search By Term
Search By Course Title
Search By Instructor
General Education Course
eLearn Course Search
After 6pm Course Search
Weekend Course Search
Advanced Search
View Active Course Timetables
 
My Class Schedule ...
Plot My Timetable
Timetable Help
Exam Information ...
Search Current Exam Schedule
My Exam Schedule
Exam Conflicts
Building Acronyms
Deferred Exam : FAQ
Religious Obersevances
 
Course Search By ...
Historical Course Search By Faculty, Subject, Number
Historical Course Search By Title
 
Course Evaluation Search
Course Evaluation Search FAQ
Course Evaluation Search Results
Course Information ...
FAQ
Important Dates
Lecture Schedules
Lecture Schedules
University Calendars
Disclaimer
 
 

SB/FINE 4800 3.00   Options,Futures&Other Derivative Securities


Course Description:

This course explains the way in which derivative securities such as options, futures contracts, forward contracts, swaps and interest rate caps can be valued. It discusses arbitrage relationships, risk neutral valuation, the creation of options synthetically, numerical procedures and the evaluation of credit risk. Prerequisites: SB/FINE 2000 3.00, SB/FINE 3200 3.00, (formerly SB/FINE 4200 3.00) and SB/OMIS 1000 3.00. or SB/OMIS 2000 3.00 Course Credit Exclusion: AP/ECON 4410 3.00

Language of Instruction:

English

Course Schedule:

Fall/Winter 2017-2018 Schedule


York Course Website Version 2.1.7 (Jul 24, 2017)
Copyright 2005-2017 © York University

[PU1]