Course Catalog

UGRD > AF > 435

Derivative Securities

Derivative securities are contracts whose payoffs are derived from the outcome of another security or asset price. This course focuses on the valuation and (mis)use of derivative securities. Specifically the course covers: history of derivatives, valuation of forwards, futures, swap and option contracts and the use of derivative securities to hedge financial risk, particularly interest rate and foreign currency risk. It is recommended that students take AF 335 before 435.

Offered in:

2015 Fall

Section Class Number Schedule/Time Instructor Location
01 2496 MW
04:00 PM - 05:15 PM
Rzakhanov,Zaur W01-0012
Session: Regular Academic Session
Class Dates: 09/08/2015 - 12/14/2015
Capacity: 30
Enrolled: 25
Status: Open
Credits: 3/3
Class Notes:
Pre Requisites: Pre-req = AF 301 and a minimum of 60 credits MGT majors only
Course Attributes: