Feb 26, 2020  
2017-2018 University Catalog 
    
2017-2018 University Catalog [ARCHIVED CATALOG]

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FIN 542 - Seminar in Financial Engineering (3)


Theoretical basis of certain financial models, including binomial tree models and risk-neutral valuation in discrete time, Brownian motion and risk-neutral valuation in continuous time, Black-Scholes option pricing models and various interest rate models.

Prerequisite: FIN 444 .



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