MSF6522

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MSF 6522 - Derivatives and Risk Management (2 Cr.)

Finance (11265) TCSM - Curtis L. Carlson School of Management

Course description

This class provides an introduction to derivatives markets. This course is designed to achieve two main objectives. First, provide students with a rigorous framework used in valuing derivative contracts. This will include an in-depth treatment on the two work horses of the binomial model and the Black-Sholes-Merton model. Second, apply the framework to understand a wide variety of issues related to risk management and investment decisions.

prereq: Fall A Cohort Completion

Minimum credits

2

Maximum credits

2

Is this course repeatable?

No

Grading basis

A-F - A-F Grade Basis

Lecture

Requirements

009342

Fulfills the writing intensive requirement?

No

Typically offered term(s)

Every Spring