Course Description

MFIN 703
Derivatives

This course provides an advanced analysis of the pricing of derivatives and the numerical methods that are used to implement derivatives pricing models.  Formal derivations and theoretical models are covered in this course.  Topics include stochastic calculus, the Black-Scholes model and its variations, exotic options, and interest rate derivatives.

Course Offerings

Winter 2017

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C01 Outline
C02 Outline

Winter 2016

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C01 Outline
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Winter 2015

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C01 Outline
C02 Outline
C03 Outline

Winter 2014

Code Section Outline
C01 Outline
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