FIN 4328 Intro to Derivatives
Prerequisite: FIN 3325 (with a grade of C or better). The course provides an introduction to the primary instruments of the derivative securities market. Topics covered include no-arbitrage-based pricing; binomial option pricing; the Black-Scholes model; practical issues with Black-Scholes model; the pricing of futures and forwards; hedging with derivatives; portfolio insurance; equity and debt as options; executive stock options; real options.
Prerequisite
Required: Take FIN-3325; Minimum grade C;