Mar 29, 2024  
2019-2020 Graduate Catalog 
    
2019-2020 Graduate Catalog [ARCHIVED CATALOG]

FIN 7580 Derivative Securities


This course covers introduction to derivatives and basic trading strategies. Attention is paid to two primary types of derivative securities: options and futures. With the data feeds and financial modeling tools in the E*Trade Financial Learning Center, 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 are developed to value the options and futures. The feature of embedded options in convertible bond and other exotic options is discussed. Prerequisite(s): FIN 6070  
Credits: 3.0