2026-2027 Academic Catalog 
    
    May 05, 2026  
HELP
2026-2027 Academic Catalog

FIN 5216 - Options, Futures, and Other Derivatives

This course introduces the principles and valuation of derivative securities, including options, futures, and other derivatives. Topics include option pricing using binomial models and the Black-Scholes framework, implied volatility, option Greeks, and hedging strategies. The course also covers Monte Carlo methods, trading strategies involving options, and selected exotic options, as well as the use of computational tools, including AI, in derivatives analysis. In addition, it examines futures and forward contracts, interest rate swaps, and credit default swaps, with an emphasis on valuation. The course emphasizes both conceptual understanding and quantitative techniques.

 

MSF students only.

Prerequisites: FIN 5401  or MPA 3003 (Pathway students only) and FIN 5309  

Anticipated Terms Offered: Annually
Catalog Navigation
  Catalog Home
  Academic Calendar
  About Clark
  Accreditation
  Tuition and Financial Aid
  Admissions Requirements
  Programs of Study
  Courses
  Undergraduate Academic Options & Support
  Graduate Academics and Information
  Academic Policies
  Student Resources
  Facilities
  President, Leadership, and The Board of Trustees