Asset Pricing II: Stochastic Calculus and Advanced Derivatives

Subject associations
ORF 515 / FIN 503
Term
Spring 2022
Instructors
Registrar description

The course covers the pricing and hedging of advanced derivatives, including topics such as exotic options, greeks, interest rate and credit derivatives, as well as risk management. The course further covers basics of stochastic calculus necessary for finance. Designed for Masters students.