Apr 18, 2024  
2018-2019 Undergraduate Catalog 
    
2018-2019 Undergraduate Catalog [ARCHIVED CATALOG]

FIN 4380 Introduction to Derivatives


This course covers introduction to derivatives and basic hedging strategies using derivatives. Attention is paid to two primary types of derivative securities, futures and options. It examines the nature of various strategies involving futures and options on stocks, stock indexes, currencies and underlying futures. Both the standard binomial and Black-Scholes option pricing models will be discussed to value the options and futures. Prerequisite(s): FIN 3200  
Credits: 3.0