Dec 26, 2024  
2021-2022 Undergraduate Bulletin 
    
2021-2022 Undergraduate Bulletin [ARCHIVED BULLETIN]

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FIN 4033 Futures and Options


(3 hours)
Analysis of pricing and valuation of derivative securities such as futures, forwards, and option contracts. Focus of the course will be on the use of these securities for the purpose of hedging, insurance, and arbitrage. The course presents a framework for understanding the design of these securities and the use in risk management strategies. Prerequisite: FIN 3083  with a grade of C or higher.



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