ORIE 5254

ORIE 5254

Course information provided by the Courses of Study 2017-2018.

The course is designed to familiarize students with the most recent developments in the equity derivatives marketplace. The emphasis will be on practical side of trading and analyzing attractive strategies in the equity derivatives markets.  Students will learn from and about various types of the market participants in order to get a broad understanding of the important aspects of trading and valuation of equity derivatives.  This course is co-taught with an adjunct practitioner working in quantitative finance.

When Offered Fall.

Permission Note Enrollment limited to: financial engineering M.Eng. students in NYC.

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Syllabi: none
  •   Regular Academic Session. 

  • 2 Credits GradeNoAud

  • Topic: Equity Derivatives: Trading & Arbitra Vol Surf

  • 12578 ORIE 5254   LEC 030

  • Taught in NYC. Enrollment limited to: ORIE MEng Financial Engr. students.