Apr 23, 2024  
2018-2019 Graduate Catalog 
    
2018-2019 Graduate Catalog [ARCHIVED CATALOG]

MBA AF 625 - Derivative Securities


3 Credit(s)

Description:
Derivative securities are securities such as futures contracts and call options whose value is determined by the value of some other underlying variable. Derivative securities have become an essential tool used in both corporate risk management and portfolio management. This course explores the institutional details of the various markets in which derivatives trade. It introduces the theories which govern the pricing of futures, options, and swap contracts. Practical methods of implementing derivatives-related strategies for hedging risks and gaining specified portfolio exposures are covered, as well as methods used to evaluate the outcomes of these strategies.

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