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FINA.6750 Financial Derivatives (Formerly FINA/61.675)

Id: 035765 Credits Min: 3 Credits Max: 3

Description

The primary emphases in this course are the valuation and practical application of derivatives for both hedging and speculation. Topics include the characteristics of options, forward contracts, futures, and swaps; arbitrage and the valuation of derivatives; creating value and profit diagrams; and the structure of the derivatives markets. Ethical and economic issues associated with the use of derivatives as reported in the current financial press are also covered.

Prerequisites

FINA.5010 Fundamentals of Finance, or permission of graduate program coordinator.

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