Undergraduate Catalog 2017-2018
FNC 415 Derivatives and Risk Management
4 hours; 4 credits
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.
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