100% Plagiarism-Free
+1-727-416-5453

Sign In

Access your dashboard and order activity.

Forgot password?

Create Account

Register to place orders and track every step.

MGF 636

Complex Fin Instruments

University at Buffalo 3 credits Management Finance

Course Description

Students taking this course should expect to learn about financial derivatives. Among others, students will learn about how to price financial derivatives and how to incorporate various real-world frictions into binomial trees and stochastic processes (such as underlying the commonly used Black & Scholes model). In a case-study we will use R programming to replicate the risk-neutral price of a variance swap (underlying the so called Volatility Index or VIX). The course will be of particular interest for students who contemplate pursuing a career in the financial industry, e.g. as a Quantitative Analyst. The required prior courses depend on your trajectory (e.g., MGF 633 “Investment Management” or MGF 634 “Quantitative Methods in Finance”). Please consult your study guide for details. In general, students are expected to possess good knowledge of mathematics and statistics. Students should also feel comfortable with Excel and some basic programming knowledge will be helpful. Mathematical, statistical, and Excel skills required for this course will be reviewed during the course.

Code
MGF 636
Credits
3
Subject
Management Finance

Programs That Include This Course

Get expert help with MGF 636 Complex Fin Instruments

Our subject experts help with essays, research papers, case studies, discussion posts, and capstone projects for these programs — written from scratch to your course requirements.

Get Help Now

Program and course information is reproduced from each university's published academic catalog for informational purposes and may change. Always confirm current requirements with your university. We are an independent academic support service and are not affiliated with or endorsed by the universities listed.

Academic Resources

Latest from the Blog

Expert guides on essay writing, citation styles, study skills, and academic success.

View All Articles