Course Catalog

GRAD > MBA AF > 625

Derivative securities are securities such as futures contracts and call options whose value is determined by the value of some other underlying variable. Derivative securities have become an essential tool used in both corporate risk management and portfolio management. This course explores the institutional details of the various markets in which derivatives trade. It introduces the theories which govern the pricing of futures, options, and swap contracts. Practical methods of implementing derivatives-related strategies for hedging risks and gaining specified portfolio exposures are covered, as well as methods used to evaluate the outcomes of these strategies.

Offered in:

2018 Spring

Section Class Number Schedule/Time Instructor Location
01 17458 Th
5:30 - 8:15 pm
Pohlman,Lawrence Francis Y02-2320
Session: Regular
Class Dates: 01/22/2018 - 05/09/2018
Capacity: 20
Enrolled: 2
Status: Open
Credits: 3/3
Class Notes:
Pre Requisites:
Course Attributes: