GB 823 - Derivatives and Risk Management

(3.00 cr.)

Examines derivative securities such as options, futures, forwards, and swaps. Students learn trading strategies, hedging strategies, and how to value derivative securities. Topics include derivatives markets, pricing models, stock options, interest rate derivatives, binomial option pricing, numerical procedures, and exotic options.

Prerequisite: GB 722 .
Sessions Typically Offered: Varies
Years Typically Offered: Varies