Data Recovery

It appears you may have used Coursicle on this device and then cleared your cookies. You can recover your data by answering these questions.

User ID:

Your account no longer exists

Your user ID no longer exists. Please refresh the page. If the issue persists, please contact us at


QSTMF 770 - Advanced Derivatives

Grad Prereq: QST MF795 This course provides a comprehensive and in-depth treatment of valuation methods for derivative securities. Extensive use is made of continuous time stochastic processes, stochastic calculus and martingale methods. The main topics to be addressed include (i) European option valuation, (ii) Exotic options, (iii) Multiasset options, (iv) Stochastic interest rate, (v) Stochastic volatility, (vi) American options and (vii) Numerical methods. Additional topics may be covered depending on time constraints. (Mathematical Finance courses are reserved for students enrolled in the Mathematical Finance program.)
Recent Professors
Open Seat Checker
Schedule Planner
Recent Semesters
Fall 2021, Fall 2020, Fall 2019
Th, W, Tu
Avg. Sections