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About Derivatives: Fall 2018 Professor Alessio Saretto
This document outlines the course details for Professor Alessio Saretto's Derivatives course in the fall 2018 semester. The course will cover pricing and risk management of various financial derivatives through lectures, homework assignments, and exams. Topics will include option pricing models, volatility estimation, value at risk, implied volatility, and exotic derivatives like swaps, credit derivatives, and structured finance products. Student performance will be evaluated based on midterm exams, homework assignments, and class participation.
Detailed Information
| Author: | ['Sophia Chou'] |
|---|---|
| Publication Year: | 2019 |
| Pages: | 5 |
| Language: | English |
| Format: | |
| Price: | FREE |
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