Derivatives and Risk Management

Advanced financial market course focused on derivative investment vehicles. Survey of derivative investments (options, futures, forwards, and swaps) in detail; review of options and futures markets; review of option pricing models such as the Binomial Model and the Black-Scholes-Merton Model; advanced derivatives portfolio management and strategies involving future, forwards. and swaps; risk management techniques and applications. The student will also simulate trading and management strategies learned using a portfolio simulator.

Fall, Spring

027296