Skip to main content Skip to local navigation

SC/MATH 2281 3.00 Models of Financial Economics

A quantitative introduction to financial economics. The topics include arbitrage pricing theory, forwards and futures, American and European options, interest rate derivatives, yield curves, arbitrage hedging and pricing, put-call parity, arbitrage bounds, binomial model, Black-Scholes formula, risk-neutral valuation, trinomial model.

Categories: