MATH-GA 2791
Financial Securities and Markets
New York University · UGRD · Fall 2026
1 section
Catalog description
A first course in derivatives valuation. Arbitrage, risk neutral pricing, binomial trees. Black-Scholes theory, early exercise, barriers, interest rate models, floors, caps, swaptions. Introduction to credit-based instruments.
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001
Availability not recently verifiedClass #new_york-MATHGA2791Fall 2026UGRD3 credits
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