Course Description

This course develops and illustrates the no-arbitrage approach to the valuation of popular derivatives like forwards, futures and options for risk management purposes. Additional topics include an introduction to exotic options, emerging instruments, and the Nobel winning Black-Scholes option pricing model.

Prerequisites

• CFIN 512 : Corporate Finance
• CFIN 500 : Financial Markets and Institutions

Corequisites

• NONE

Schedule

This Course was not Offered During Winter 2025 Term

This Course was not Offered During Spring/Summer 2025 Term

The tentative timetable is not yet available for the Fall 2025 Term

The tentative timetable is not yet available for the Winter 2026 Term