FINAN529

Advanced Derivatives

2021
This paper is not offered for 2021

For previous occurrences, try the 2020 version of this year.

30

500

FINA519, FINA529

This paper includes delta-hedging, basic numerical procedures, value at risk, GARCH (1,1) models, credit derivatives, interest rate derivatives, and real options. An empirical study on derivatives is required.

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