DERIVATIVE SECURITIES

Prerequisites & course information

Requisites: FINANCE/ECON 300 , ( MATH 213 or 222 ), and ( GEN BUS 307 , 317 , 656 , ACT SCI 654 , 655 , ECON 400 , 410 , STAT/MATH 310 , STAT 312 , 333 or concurrent enrollment), or declared in undergraduate Business Exchange program Course Designation: Core GenEd - Mathematics & Quantitative Reasoning Repeatable for Credit: No Last Taught: Fall 2026 Learning Outcomes: 1. Explain the differences between various derivative contracts including forwards, futures, options, swaps and credit derivatives. Audience: Undergraduate 2. Derive the no-arbitrage forward/futures prices. Audience: Undergraduate 3. Demonstrate the technical skills of applying various option pricing methods. Audience: Undergraduate 4. Implement various derivative trading strategies to generate profit. Audience: Undergraduate 5. Use derivatives to hedge financial and business risks. Audience: Undergraduate Learning Outcomes: 1. Explain the differences between various derivative contracts including forwards, futures, options, swaps and credit derivatives. Audience: Undergraduate 2. Derive the no-arbitrage forward/futures prices. Audience: Undergraduate 3. Demonstrate the technical skills of applying various option pricing methods. Audience: Undergraduate 4. Implement various derivative trading strategies to generate profit. Audience: Undergraduate 5. Use derivatives to hedge financial and business risks. Audience: Undergraduate