2017-2018 Academic Catalog 
    
    Apr 22, 2018  
2017-2018 Academic Catalog

FIN 5207 - Advanced Derivatives


This course focus on the derivative assets such as futures, forwards, swaps, and options, financial engineering, risk management. The course will cover the pricing of these derivative assets as well as securities that contain embedded options. It will also consider risk management strategies such as static and dynamic hedging. Applications will be considered from equity, commodity, bond, and hedge fund.

This course fulfills the Experiential Learning Requirement in the MSF Program.

Prerequisites: FIN 5401  

Anticipated Terms Offered: Offered Annually