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Apr 19, 2024
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2020 - 2021 General Catalogue [ARCHIVED CATALOG]
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FI 481. Partial Differential Equations with Option Pricing (3)
This course builds on the option pricing techniques learned in FI 480 and teaches advanced pricing methods and programming using R. Topics include the Binomial Model, Black-Scholes, Greeks-hedging, exotic options, and applications of financial engineering. Prerequisites: "C" or higher in FI 380 and FI 480 .
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