Brandeis International Business School

Prerequisites: FIN 270a.

Explores in more detail the mathematics of pricing financial derivatives on commodities, currencies, equities, equity indexes and other tradable securities, with particular emphasis on the various discrete computational methods and their convergence properties to the Black-Scholes-Merton formulas. This course also studies credit derivatives and interest rate derivatives. Courses or experience in statistics, calculus, and computer programming are required. Usually offered every year.
Mr. Reitano