QFIN607
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Derivative Securities
Haskayne School of BusinessHA - Haskayne School of Business
Subject
QFIN - Quantitative Finance
Description
Exploration of the distinguishing features and pricing of core financial derivatives (options, futures, and forwards). The course will develop a deep understanding of contingent payoffs, strategies for hedging and speculation with financial derivatives, and pricing of derivatives using binomial trees and the Black-Scholes model.
Prerequisite(s): Quantitative Finance 602 and admission to the Master of Finance program.
Prerequisite(s): Quantitative Finance 602 and admission to the Master of Finance program.
GFC Hours
(3-0)
Domestic Fee Rate Group
H
International Fee Rate Group
H
Courses may consist of a Lecture, Lab, Tutorial, and/or Seminar. Students will be required to register in each component that is required for the course as indicated in the schedule of classes. Practicums, internships or other experiential learning modalities are typically indicated as a Lab component.
Component
LEC
Units
3
Repeat for Credit
No