 | | FINA 413 | Advanced Topics in Derivative Markets | Credits: | 3.0 | Department: | Finance | Program: | Undergraduate |
Prerequisite: FINA 412. This course focuses on advanced topics in the area of derivatives. Topics covered include the valuation of derivatives using numerical procedures and martingales, modelling the term structure of interest rates, valuation of interest rate swaps, interest rate options, caps, floors, swaptions and exotic options, and application of derivatives in risk management such as value at risk models, estimation of volatility and credit risk derivatives.
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