MSF 9000 :
Thesis

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Student will explore the Black-Schole option pricing model to generate market estimates of a stock's volatility. This implied volatility will be used to forecast future volatility in the stock returns.

Prerequisites

MSF 8640 and MSF 8615 and MSF 8610 and MSF 8520 and MSF 8641 and MSF 8630 and MSF 8625 and MSF 8620

Overview

Program

MSF (Finance)

Credits

6