uwloo

ACC 771Finance 2

Units
0.50
Level
Graduate
Faculty
Arts
Subject
Accounting
Cross-listed
ACTSC 971

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 2 of the last 7 terms. Winter 2027: scheduled. Spring 2027: schedule not out yet.

The course discusses methods and tools for modeling of financial derivatives in the continuous-time setting. Both theory and practical applications are discussed. The first part covers methods of pricing and hedging of derivatives under different assumptions about the dynamics of the underlying economic factors. Topics normally include currency derivatives, American and exotic options, futures contracts, stochastic volatility models and mean-variance hedging. The second part deals with modeling and pricing of interest-rate products. Topics may include short interest rate models, the Heath-Jarrow-Morton Framework, and Libor and swap market models.

Prerequisites

None listed.

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Discussed on r/uwaterloo

3 posts and comments in 1 thread mention ACC 771, October 2017 to December 2024. Quoted word for word, newest first; each reply sits under the post and the comment that started its branch. Search r/uwaterloo for newer posts.

Fall 2017

PSA: UWCourseLinker back up, disabled by default, call with [[course code]] 39 points, 31 comments

[deleted]: [deleted]

u/UWCourseLinker: “… ACC 750 - Auditing Research Seminar ACC 760 - Taxation Research Seminar ACC 770 - Finance 1 ACC 771 - Finance 2 ACC 772 - Finance 3 ACC 781 - Introduction to Research 1 [[course code]] to call | feedback | github”

u/RayDWatson: “… [[ACC684]] [[ACC685]] [[ACC690]] [[ACC701]] [[ACC702]] [[ACC750]] [[ACC760]] [[ACC770]] [[ACC771]] [[ACC772]] [[ACC781]] [[ACC782]] [[ACC784]] [[ACC800]] [[ACINTY600]] [[ACINTY610]] [[ACINTY620]] [[ACINTY630]] [[ACINTY640]] [[ACINTY650]] [[ACINTY660]] [[ACTSC221]] [[ACTSC223]] …”

u/UWCourseLinker: “… ACC 750 - Auditing Research Seminar ACC 760 - Taxation Research Seminar ACC 770 - Finance 1 ACC 771 - Finance 2 ACC 772 - Finance 3 ACC 781 - Introduction to Research 1 ACC 782 - Introduction to Research 2 ACC 784 - Selected Topics in Research Methodology ACC 800 - Directed …”

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Check it elsewhere for Fall 2026

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 42 terms, Fall 2006 to Winter 2024