FPL 4351 Derivatives
In this course, students develop an understanding of financial derivative instruments (forwards, futures, options and swaps) and their applications to investment strategy and risk management.
Throughout the course, we cover material in the contracts, hedging, arbitrage, pricing and risk management of financial derivative instruments. Derivatives pricing models such as Binomial Tree Model and BSM Model will be discussed in detail. In this course, students learn how to apply futures strategies for long and short hedge and how to apply option strategies such as covered calls, spreads and butterflies and options Greeks for financial engineering and risk management purposes. Students will also use options and futures contracts for tactical portfolio strategies purposes. Relevant topics such as securitization and real options will also be covered in the class.
Offered
As Needed