Courses

Fall 2024

PRICING MODELS FOR FIN ENGIN

, 3 pts, E4620

PRICING MODELS FOR FIN EN

Required for undergraduate students majoring in OR:FE. Characteristics of commodities or credit derivatives. Case study and pricing of structures and products. Topics covered include swaps, credit derivatives, single tranche CDO, hedging, convertible arbitrage, FX, leverage leases, debt markets, and commodities.

Section Number
001
Call Number
14540
Day, Time & Location
T 7:10PM-9:40PM 633 Seeley W. Mudd Building
Instructor
Michael Miller
Open in Vergil