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FIN 413

Risk Management

3 units

Fall 2026

Topics

  • Introduction Continuous compounding
  • Riskiness of Options Option Trading Strategies
  • Binomial Option Pricing Model
  • The Black-Scholes Model
  • From the Binomial Model to the Black-Scholes Model
  • Factors Impacting Option Value Option Value Decomposition
  • Volatility Estimation Introduction to Greeks
  • Greeks
  • Forward Contracts
  • Futures Contracts
  • Options on Futures
  • Forward Rate Agreements
  • Interest Rate Swaps
  • Exotic Options

Readings

  • Hull, John C. Options, Futures, and other Derivatives, eleventh edition, Pearson, 2022
    recommended
Fall 2026

Topics

  • Introduction Continuous compounding
  • Riskiness of Options Option Trading Strategies
  • Binomial Option Pricing Model
  • The Black-Scholes Model
  • From the Binomial Model to the Black-Scholes Model
  • Factors Impacting Option Value Option Value Decomposition
  • Volatility Estimation Introduction to Greeks
  • Greeks
  • Forward Contracts
  • Futures Contracts
  • Options on Futures
  • Forward Rate Agreements
  • Interest Rate Swaps
  • Exotic Options

Readings

  • Hull, John C. Options, Futures, and other Derivatives, eleventh edition, Pearson, 2022
    recommended
Sources