Derivatives and Risk Management

Undergraduate

An introduction to the use of options and futures with an emphasis on managing risk. Review of the markets and trading of equity and currency options; forwards and futures contracts; and options on futures. Principles of the valuation of options and futures. Application of hedging techniques under a 325 Winter 2027 Undergraduate Calendar variety of circumstances such as for personal investments, portfolio management, corporate risk management, foreign exchange risk management and agriculture. (Pre-requisite FINA-2710.) FINA-4780. Institutional and Pension Fund Investment Management The course will discuss performance evaluation; risk management; asset liability management of institutional investors such as pension funds and examine how investment decisions of institutional investors can be aligned with sustainability and Indigenous values that are consistent with their fiduciary responsibility and regulatory frameworks of Ontario and Canada. (Pre-requisite FINA-2710.)