Financial Derivatives

Catalog description

Focuses on the mechanics, pricing, use of financial derivatives and use of programming language to price financial derivatives. Financial derivatives covered include futures, options, swaps, collateralized securities, Treasury Bond and Eurodollar. Discusses important pricing models, including Black-Scholes and the Binomial Option Pricing Model. Emphasizes risk management using these instruments. Uses programming language to understand and replicate the pricing of financial derivatives.