Dec 22, 2024  
Graduate Studies Catalog 2011-2012 
    
Graduate Studies Catalog 2011-2012 [ARCHIVED CATALOG]

FIN 585 - Derivative Securities

3 cr.
(Prerequisite, FIN 508)The course develops the theory of option pricing based on the Black-Scholes model. It then applies these ideas to the use of options in investment strategies and in portfolio management. The students get hands-on experience with real-time data to assess the feasibility of various investment opportunities in options markets.