FINANCE: SPECIAL TOPICS I

Credit Hours: 1.5 · Graduate

This course provides a brief review of the literature on derivative pricing and the term structure of interest rates. If we have time we may also read some papers on the financial crisis. The objective is to prepare students to critically think about the current research in each these areas and, at the same time, give some basic knowledge about each of these research areas. The course is intended for Ph.D. students. This course is very quantitative and requires basic familiarity with asset pricing theory ( BUSI 521 ). Even though, the course is very quantitative, emphasis is given to intuition instead to mathematical rigor. Repeatable for Credit.