Mar 29, 2024  
2020-2021 Academic Catalog 
    
2020-2021 Academic Catalog [ARCHIVED CATALOG]

FINC 6365 Derivatives


Cr. 3
Semester Credit Hours: 3
Class Hours Per Week: 3
Additional Laboratory or Activity Hours Per Week: 0
Course Level: Graduate

Prerequisite(s): FINC 6352  or concurrent enrollment with FINC 6352  
Covers how futures and options function, how and why they are used, and how they are valued. Topics include the mechanics of futures markets, hedging strategies using futures, interest rate futures contracts, mechanics of options markets, trading strategies involving options, and pricing options using binomial trees and the Black-Scholes- Merton model Course Fee Graduate Business Fee - $45 per semester credit hour