Mathematics of Options, Futures, and Other Derivatives

Catalog description

Topics chosen from lognormal model; Black-Scholes equation; volatility; risk neutral pricing; simulation; interest rate models; pricing of bonds, option on bonds, interest rate caps, and other interest rate derivatives. Click here for the Summer 2026 Schedule of Classes Click here for the Fall 2026 Schedule of Classes Add to Portfolio (opens a new window) Add to My Favorites (opens a new window) Share this Page Facebook this Page (opens a new window) Tweet this Page (opens a new window)