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FIN 270A — Options and Derivatives

Prerequisites: FIN 201a, or permission of the instructor.

Introduces students, using a reasonably formal mathematical approach, to a broad range of topics related to the traded securities, markets, pricing, and applications of financial derivatives. Special focus is placed on how replication is used to price financial derivatives. Derivatives studied include those defined on commodities, currencies, equities and equity indexes, with an introduction to fixed income derivatives. Usually offered every semester.
Eric Nierenberg, Robert Reitano, and Qingxi Xia