Develops the modern theory of contingent claims in a mathematical framework oriented toward applications. Examines how to use derivatives for risk management and to tailor portfolio payoffs. Provides an in-depth analysis of the properties of options.
instructor(s)
Brown, Daniel Gregory
Primary Instructor
- Fall 2018 / Spring 2020 / Spring 2021 / Spring 2023 / Spring 2024
Buffa, Andrea
Primary Instructor
- Fall 2023 / Fall 2024
Davies, Shaun William
Primary Instructor
- Spring 2018 / Spring 2019 / Fall 2019 / Fall 2020 / Spring 2022 / Spring 2023 / Spring 2024
García, Diego
Primary Instructor
- Fall 2022 / Fall 2023 / Fall 2024
