FN 672 Derivatives & Risk Management

Featuring an overview of derivative securities and their use in corporate strategy and risk management, this course employs quantitative methods to analyze, design, price, and use derivative instruments in a managerial context. Basic derivative contracts such as forward, futures, options, and swaps are covered, as well as the pricing of these claims, arbitrage, and hedging in these markets. Students apply the analytical models to real-life situations through case studies.

Credits

3

Prerequisite

WGB 603 Financial Management