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Course Evaluation Results

Course Details

Fall 2018-2019
FIN 522   No Audit

Options, Futures and Financial Derivatives

Wei Xiong

The course offers an introduction to financial derivatives and the models used to price them. Pricing techniques include the Black-Scholes formula (awarded 1997 Nobel Prize in economics), as well as extensions to accommodate time-varying volatility and more complex contracts. We also devote great attention to discuss the roles played by derivatives in shaping financial markets and the real economy by using commodity markets as a focal point. This course is technical by nature, and requires extensive use of calculus, statistics, and spreadsheet programming.

Sample reading list:
Robert McDonald, Derivatives Markets, Pearson, 3rd Ed.
See instructor for complete list

Reading/Writing assignments:
Weekly homework (includes paper-and-pencil problems, numerical work on Excel spreadsheets, and case studies).

Requirements/Grading:
Mid Term Exam - 35%
Final Exam - 35%
Problem set(s) - 30%

Other Requirements:
FIN Graduate Students Only.

Prerequisites and Restrictions:
ECO 362, ECO 202, or equivalent statistics course, and calculus..

Other information:
This course meets concurrently with ECO 465.

Schedule/Classroom assignment:

Class numberSectionTimeDaysRoomEnrollmentStatus
20883 L01 08:30:00 am - 09:50:00 am T Th        Enrolled:0 Limit:0 Canceled