Derivatives

3 credits · Fuqua School of Business

The purpose of this course is to extend the student's knowledge of security valuation and portfolio management by examining, in depth, the structure, valuation, and uses of derivative contracts. The course develops a general, but rigorous, framework for valuing futures and options contracts and shows the interrelations between these contract markets and the markets for the underlying securities. Specific examples are drawn from derivative contract markets on stocks, stock indexes, debt instruments, and foreign currencies. This course is for Daytime MBA and Accelerated Daytime MBA students.