Subject:
Accounting (ACC)
Catalog number:
770
Unit weight:
0.50
Meet type:
LEC
Cross-listing(s):
ACTSC-970
Requisites:
N/A
Description:
The course introduces options and other derivative securities in different asset classes. The main focus is on methods of pricing in a multi-period setting, but continuous-time models are also discussed. Topics may include no-arbitrage pricing theory, the fundamental theory of asset pricing, complete and incomplete markets,and pricing of complex financial instruments.
Topic titles:
N/A
Faculty:
Arts (ART)
Academic level:
GRD
Course ID:
000044