FINE 4800 3.00
|Title||OPTIONS FUTURES & OTHER DERIVATIVE SECURITIES|
|Department||FINANCE - ROOM SSB N204A, (416) 736-5073 fax (416) 736-5687|
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)