DERIVATIVE SECURITIES - THEORY AND PRACTICE
Covers the pricing and uses of the most common derivative contracts including options, forward contracts, futures contracts, and exchange-traded funds (ETFs). Also emphasizes a practical understanding of trading and management of portfolios of these contracts, and makes use of an online trading platform. Mathematical and statistical analyses are used throughout.
Prerequisites & course information
Requisites: Graduate/professional standing Course Designation: Grad 50% - Counts toward 50% graduate coursework requirement Repeatable for Credit: No Last Taught: Spring 2026 Learning Outcomes: 1. Compare and contrast the risk and theoretical valuation of derivative securities in competitive markets. Audience: Graduate 2. Execute “real” trades through Interactive Brokers to connect the theories of hedging and trading derivatives to real-life applications. Audience: Graduate 3. Summarize research that identifies derivative trading strategies. Audience: Graduate Learning Outcomes: 1. Compare and contrast the risk and theoretical valuation of derivative securities in competitive markets. Audience: Graduate 2. Execute “real” trades through Interactive Brokers to connect the theories of hedging and trading derivatives to real-life applications. Audience: Graduate 3. Summarize research that identifies derivative trading strategies. Audience: Graduate
Sources
- Course catalogue ↗2026-2027