Course Catalog & Schedules Course Search > Search Results > Course Description Derivative Markets I (FINC-465-0) 1.00 Credit Description: This course counts toward the following majors: Analytical Finance, Finance. This course covers the use and pricing of forwards and futures, swaps and options. Specific topics include strategies for speculation and risk management, no-arbitrage pricing for forward contracts, the binomial and Black-Scholes option pricing models and applications of pricing models in other contexts. Prerequisites: All Students: FINC-430-0 OR FINC-440-0 Corequisites: None

We are currently in the Fall 2009 quarter.

Academic Year: 2009-2010 Quarter: Fall 2009 Sec ID Instructor Day Time Location 61 Hagerty MR 08:30 - 10:00 Jacobs (G45) 71 * Skiadas R 18:00 - 21:00 Wieboldt (TBD)   Academic Year: 2009-2010 Quarter: Winter 2010 Sec ID Instructor Day Time Location 61 McDonald MR 08:30 - 10:00 Jacobs (TBD) 62 McDonald MR 10:30 - 12:00 Jacobs (TBD)   Academic Year: 2009-2010 Quarter: Spring 2010 Sec ID Instructor Day Time Location 61 Todorov MR 13:30 - 15:00 Jacobs (TBD) 71 Todorov M 18:00 - 21:00 Wieboldt (TBD)   Academic Year: 2009-2010 Quarter: Summer 2010 This course has not yet been scheduled.

* indicates Sections where First Session is Mandatory.

+ indicates Sections with Second Year Preference.

Please send questions to kellogg-registrar@kellogg.northwestern.edu .