Carlson School of Management

FINA 4529 Derivatives II Capstone

Quantitatively advanced material such as Black-Scholes model for valuing option sensitivities (the Greeks). Value-at-risk methods. Valuation/uses of credit derivatives such as default swaps/collateralized debt obligations.

Spring 2013

Section 001 LEC (56850)

2 credits

A-F only; prereq 4523, CSOM sr

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