ORIE 5254
Last Updated
- Schedule of Classes - February 16, 2018 10:59AM EST
- Course Catalog - February 12, 2018 11:18AM EST
Classes
ORIE 5254
Course Description
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.
Regular Academic Session.
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Credits and Grading Basis
2 Credits GradeNoAud(Letter grades only (no audit))
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Section Topic
Topic: Equity Derivatives: Trading & Arbitra Vol Surf
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Class Number & Section Details
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Meeting Pattern
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M
Bloomberg Center B81
Cornell Tech Instructors
Averbukh, V
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M
Bloomberg Center B81
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Additional Information
Taught in NYC. Enrollment limited to: ORIE MEng Financial Engr. students.
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