Summer 2024 - BUS 419 D100

Advanced Derivative Securities (3)

Class Number: 2144

Delivery Method: In Person

Overview

  • Course Times + Location:

    May 6 – Aug 2, 2024: Wed, 2:30–5:20 p.m.
    Burnaby

  • Exam Times + Location:

    Aug 6, 2024
    Tue, 8:30–11:30 a.m.
    Burnaby

  • Instructor:

    Geoffrey Poitras
    1 778 782-4071
  • Prerequisites:

    BUS 315, 316, 360W, all with a minimum grade of C-; 60 units.

Description

CALENDAR DESCRIPTION:

This is a second course in derivative securities. Topics may include: extensions of the Black-Scholes model, pricing of American options, interest rate derivatives, complex derivatives and real options. Students who have taken BUS 493 under the topic Advanced Derivative Securities may not take BUS 419 for further credit.

Materials

REQUIRED READING NOTES:

Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

SFU’s Academic Integrity website http://www.sfu.ca/students/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating. Check out the site for more information and videos that help explain the issues in plain English.

Each student is responsible for his or her conduct as it affects the university community. Academic dishonesty, in whatever form, is ultimately destructive of the values of the university. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the university. http://www.sfu.ca/policies/gazette/student/s10-01.html

RELIGIOUS ACCOMMODATION

Students with a faith background who may need accommodations during the term are encouraged to assess their needs as soon as possible and review the Multifaith religious accommodations website. The page outlines ways they begin working toward an accommodation and ensure solutions can be reached in a timely fashion.