The Winter Session.

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During the second session, from the beginning of January through April, students devote most of their effort to the internship placement in industry. Each student has at least one well-defined project, supervised by an industrial advisor. The students report on their progress with regular reports to the Program Director. At the end of the internship, students submit a written report and make an oral presentation to the other students in the Mathematical Finance Program about their internship project. Pass/fail grading.
12 lectures
This course introduces some advanced concepts in options, futures and other derivatives. Letter grading. This course is offered through the Rotman School of Management.