Main Content

FIN 271A — Options & Derivatives II

Prerequisites: FIN 270a.

Focuses on numerical methods for pricing various kinds of financial derivatives, with the first third of the lectures focused on reviewing and deepening the understanding of the calculations and models introduced in Options and Derivatives (i.e., FIN 270a). The second third of the course will study Monte Carlo numerical methods for these and related derivatives as well as the pricing of credit derivatives. The final third of the course will focus on interest rate derivatives. The level of mathematics for this courses is the same as FIN 270a. Usually offered every year.
Robert Reitano