FIN 787 - Seminar in Derivatives

Credit Hours: 3

A study of the fundamentals, pricing, and trading strategies of options, forwards, futures and swaps. Emphasis is placed on the modeling tools most widely used for calculating their prices and related hedging parameters. The course includes an exploration of current/relevant literature concerning market mechanics, participants, and government regulation. Each student will participate in the preparation of a significant team project and presentation.

Prerequisite: FIN 780.
Lecture Contact Hours: 3 Lab Contact Hours: 0

Typically Offered: Spring