FINC 8331 - Financial Derivatives and Contracts

3 hrs

Covers derivatives markets: structure, valuation and strategies. Main applications include the equities markets, foreign exchange and commodities. It has two parts: The first part deals with the structure of forward and futures markets, pricing and hedging with such contracts. The second and larger part deals with options markets; strategies, pricing and position analysis. Includes topics like: Short Selling, Value at Risk, Exotic Options, Volatility Derivatives and Trading Volatility. Consist of lectures, discussions and problem solving.
Prerequisite(s): Admission to the MS in Finance program.
Fee: $25.