Course Description

FN 442 DERIVATIVES & RISK MANAGEMENT   3.0 Credit(s)
Designed to help undergraduate students understand the basic derivative markets such as forward, futures, options, and swap markets. Key concepts needed to price these basic claims, such as the law of one price, the cash and carry arbitrage, and the put call parity, are introduced and explained. Explores the pricing of these claims, as well as arbitrage and hedging in these markets. Prerequisite: Pre: FN-315
Offered: Fall Semester All Years