Early Admission deadline for 2024 Research Programs has passed.
You can still apply on a rolling basis.

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University of Michigan

Professor of Finance

Ross School of Business
U.S. News Ranking #3

Options Pricing and the Derivatives Market

This course will introduce students to options, which is one of the most important financial products. It examines payoffs, pricing and various corporate risk management techniques. We will also cover institutional characteristics of derivatives exchanges, OTC markets and market clearing mechanisms. Particular emphasis will be given to Black- Scholes option pricing model. Applications will cover arbitrage, executive stock options, mergers and acquisitions, and various risk management strategies.

Program Availability

Summer 2024 | July - August | 10 Weeks | Weekend Lectures

Relevant Future Majors

Finance, Accounting, Business, Data Science, Economics, Mathematics, Physics, Statistics, STEM

Application Deadline for
2024 Summer
(Jun – Aug)

Early Admission – 15 January 2024

Regular Decision – 31 March 2024

Late Application – Rolling