MTH 9814 A Quantitative Introduction to Financial Instruments - Baruch MFE Program

MTH 9814 A Quantitative Introduction to Financial Instruments 2015-11-09T16:25:18+00:00

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Instructor: Robert Spruill

Topics:

  • Interest Rates
  • Yield, Duration, DV01
  • Credit Instruments
  • Swaps
  • Forward and Futures
  • Options in Discrete Time
  • Options in Continuous Time
  • Option Greeks
  • Exotic Options
  • Interest Rate Options

Textbook: