FINA6522
FINA 6522 - Introduction to Derivatives and Financial Risk Management (2 Cr.) Online may be available
Finance (11265)
TCSM - Curtis L. Carlson School of Management
FINA 6522 - Introduction to Derivatives and Financial Risk Management (2 Cr.) Online may be available
Course description
This class provides an introduction to derivatives pricing models and their applications. Building on the insights from the binomial model and the Black-Scholes model, it covers dynamic replication and optimal risk management strategies. It also combines tools from derivatives pricing and the CAPM model to develop investment strategies that achieve the optimal risk and return trade-off. Students are required to use Excel, Matlab or other programming languages to build replicating portfolios and to construct optimal investment and risk management strategies. They are also required to use historical data to evaluate the effectiveness of these investment strategies.
prereq: 6121, MBA student
prereq: 6121, MBA student
Minimum credits
2
Maximum credits
2
Is this course repeatable?
No
Grading basis
A-F - A-F Grade Basis
Lecture
Requirements
003198
Typically offered term(s)
Periodic Fall & Spring