Course Catalog & Schedules Course Search > Search Results > Course Description Derivative Markets II (FINC-467-0) 1.00 Credit Description: This course counts toward the following majors: Analytical Finance, Finance. This course studies the foundations of derivatives pricing and modern risk management practice. Topics include delta-hedging, the lognormal distribution, Monte Carlo valuation, the Black-Scholes equation, exotic options, fixed income derivatives and risk assessment. Extensive use is made of spreadsheet-based valuation models. This course presumes that students already understand binomial pricing and the Black-Scholes formula. Prerequisite: FINC-465 or permission of instructor. Prerequisites: All Students: FINC-465-0 Corequisites: None

We are currently in the Fall 2009 quarter.

Academic Year: 2009-2010 Quarter: Fall 2009 This course has not yet been scheduled.   Academic Year: 2009-2010 Quarter: Winter 2010 Sec ID Instructor Day Time Location 81 McDonald T 18:30 - 21:30 Jacobs (TBD)   Academic Year: 2009-2010 Quarter: Spring 2010 This course has not yet been scheduled.   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 .