Dec 06, 2021  
2013 - 2014 Undergraduate Catalog 
    
2013 - 2014 Undergraduate Catalog [ARCHIVED CATALOG]

ECON 415 - Applied Financial Derivatives


Fall (3) Tarter Prerequisite(s): ECON 303  and ECON 307 .

The economic theory of stochastic calculus and the solutions of the resulting partial differential equations are developed in the context of equity derivatives. Corollary risk-management characteristics are considered. Context is provided as each student manages a paper portfolio of electronic derivatives.