Courses

Fall 2022

PRICING MODELS FOR FIN ENGIN

, 3 pts, E4620

PRICING MODELS FOR FIN ENGIN

Required for undergraduate students majoring in OR:FE. Characteristics of commodities or credit derivatives. Case study and pricing of structures and products. Topics covered include swaps, credit derivatives, single tranche CDO, hedging, convertible arbitrage, FX, leverage leases, debt markets, and commodities.

Section Number
001
Call Number
11746
Day, Time & Location
T 7:10PM-9:40PM 313 Fayerweather
Instructor
Michael Miller
Open in Vergil