Options and Futures

Catalog description

Comprehensive overview of options and futures and other derivative assets. The market microstructure for derivatives and its evolution, trading applications; exchange operations. Trading mechanics, hedging and speculation, price forecasting, testing and optimizing trading systems, performance spreading, and option pricing theory. Students implement futures pricing, hedging, and valuation using simulation and real-time, Web-based database resources. Prerequisite(s): FIN 2505 ; and foundation courses may be taken as prerequisites or corequisites.