FIN 512 Financial Derivatives
Credit: 4 hours.
Introduction to options, futures, swaps and other derivative securities; examination of institutional aspects of the markets; theories of pricing; discussion of simple as well as complicated trading strategies (arbitrage, hedging, and spread); applications for asset and risk management. Prerequisite: FIN 520; or MBA 505 - Section G (Finance II); or consent of instructor.
Available Fall 2008
|