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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:


Course Schedule:

Fall/Winter 2017-2018 Schedule

York Course Website Version 2.1.8 (Jan 22, 2018)
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