|
Mar 27, 2025
|
|
|
|
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 .
Graduate-level
Add to Portfolio (opens a new window)
|
|