York Course Web Site
Current Course Search By ...
Search By Subject
Search By Term
Search By Course Title
Search By Course Campus
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 Observances
 
Course Search By ...
Historical Course Search By Faculty, Subject, Number
Historical Course Search By Course Title
 
Course Evaluation Search
Course Evaluation Search FAQ
Course Evaluation Search Results
Course Information ...
FAQ
Important Dates
Enrolment and Registration Guide
Timetables
University Calendars
Disclaimer
 spacer line
search course timetables section  

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 and SB/MGMT 1050 3.00 (previously offered as: SB/OMIS 1000 3.00). Course Credit Exclusion: AP/ECON 4410 3.00.

Language of Instruction:

English

Course Schedule:

Fall/Winter 2022-2023 Schedule

York University Logo

York Course Website Version 2.2.1 (Jul 8, 2022)
Copyright 2005-2022 © York University

[PU15]