FINC 3340 Options, Futures, and Commodities Markets

3 hours; 3 credits

Option pricing theories including the no arbitrage principle, the Black-Scholes formula and the binomial model. Stochastic processes, the option Greeks, and the implied volatility. Options trading strategies. Valuation of forwards and futures. (Not open to students who have completed [Business 3340]).

Prerequisite: Finance 3330 or [Business 3330]; and Mathematics 1231


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