Get a Flight Credit worth up to $500 when you apply with code* by March 15, 2024
Advanced Financial Derivatives
OVERVIEW
CEA CAPA Partner Institution: Universidad Carlos III de Madrid
Location: Madrid, Spain
Primary Subject Area: Finance
Instruction in: English
Course Code: 14450
Transcript Source: Partner Institution
Course Details: Level 400
Recommended Semester Credits: 3
Contact Hours: 42
Prerequisites: Introductory course about Financial Derivatives
DESCRIPTION
FIRST PART: Binomial model, Black and Scholes model, volatility smile, Greeks.
SECOND PART: Interest rate models, interest rate derivatives.
THIRD PART: Credit risk models, commodities.
SECOND PART: Interest rate models, interest rate derivatives.
THIRD PART: Credit risk models, commodities.
Speak with an
Admissions Advisor
Schedule an appointment to speak with a study abroad expert.
Book Appointment
LET'S CHAT