Options and Futures

(3 Credit Hours) · Undergraduate

This course examines various options and futures markets, providing rigorous training to prepare students for employment with firms where derivatives are either of primary importance (e.g., banks, trading firms) or secondary importance (e.g., corporations having interest rate or foreign exchange exposure that requires hedging.) Topics include fundamental pricing relations and models, trading strategies, and risk management. The emphasis is on financial derivatives for which the underlying assets are stocks, bonds, or foreign exchange.