ACS4660

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ACS 4660 Financial Economics

Mathematics and StatisticsCollege of Arts and Sciences

Course Title

Financial Economics

Course Description

Topics include derivation of the binomial option pricing model as well as the Black-Scholes model, puts and call options, exotic options, Greek options and Monte Carlo valuation, capital structure and methods for firm financing. Prerequisite(s): ACS 4550 with a grade of C or better.

College/School

College of Arts and Sciences