Course description: This class covers pricing theory for options and futures.  The class begins with futures pricing theory motivated by simple no-arbitrage conditions. We then move to the binomial pricing model for options and then to the Black-Scholes-Merton model. Portfolio risk management via "the Greeks" is covered at the end of the course.  Teaching evaluation available here.

Decisions under Uncertainty (3), Econometrics (3), Principles (3), Energy (1), Environmental (1), Financial Risk Management (1) and twice in the Rady School of Management: Enterprise Finance (2). Teaching evaluations available here.