ECN 355Fin 354 Options And Futures

Catalog

A challenging finance course emphasizing the analysis, pricing, and application of derivative securities. Topics include options, futures, forward, and swap contracts, arbitrage, hedging, portfolio risk and insurance, etc. This course requires relatively g reater use of quantitative methods and theoretical reasoning than other finance courses. However, developing an intuition is as important as understanding the underlying mathematics to be able to use the techniques and models effectively.