Course Catalog

Derivatives (FINC 714)

Offered By:  Management Technology Faculty

Description

The purpose of this course is to provide the student with the necessary skills to value and to use options, futures, and other derivative contracts. The course develops a general, but rigorous, framework for valuing futures and options and shows the interrelations between markets for these contracts and the markets for the underlying securities. The topics that will be covered include valuation of futures and options contracts on stocks and stock indices, on commodities, debt instruments, and foreign currencies. Static and dynamic strategies for hedging and risk control are examined.

 

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