Jun 14, 2024  
2019-2020 Undergraduate Catalog 
2019-2020 Undergraduate Catalog [ARCHIVED CATALOG]

AF 435 - Derivative Securities

3 Credit(s) | Lecture |
Course can be counted for credit once

Derivative securities are contracts whose payoffs are derived from the outcome of another security or asset price. This course focuses on the valuation and (mis)use of derivative securities. Specifically the course covers: history of derivatives, valuation of forwards, futures, swap and option contracts and the use of derivative securities to hedge financial risk, particularly interest rate and foreign currency risk. It is recommended that students take AF 335 before 435.

Enrollment Requirements:
Prerequisites: AF 301  and a minimum of 60 credits

Management students only