FIN 405. Securities Pricing

Cross listed with: MATH 405
Credits 3.00 PeopleSoft Course ID 003276 Grading Basis GRD

A quantitative treatment of the theory and method of financial securities pricing to include an examination of closed form pricing models such as the Black-Scholes and its various derivatives as well as numerical solution techniques such as binomial methods. Prerequisite(s): FIN 395 or MATH 395 .