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 Business 3410 or [Economics 3410] or Mathematics 1201
The City University reserves the right, because of changing conditions,
to make modifications of any nature in academic programs and requirements
of the university and its constituent colleges without advanced notice.
Students are advised to consult regularly with college and department counselors
concerning their programs of study.
Access the college's current and recent course bulletins.