Examines the valuation models and trading strategies for forward, futures, option and swap contracts. Students can expect to learn how to use these derivative securities for risk management, investment management and return enhancement. The course develops practical skills and methods for immediate use in the financial industry. Prerequisite: BUS 315 and BUS 360W, both with a minimum grade of C-; 60 units. Students who have taken BUS 493 under the topic Advanced Derivative Securities may not take BUS 419 for further credit.
Examines the valuation models and trading strategies for forward, futures, option and swap contracts. Students can expect to learn how to use these derivative securities for risk management, investment management and return enhancement. The course develops practical skills and methods for immediate use in the financial industry. Prerequisite: BUS 315 and BUS 360W, both with a minimum grade of C-; 60 units. Students who have taken BUS 493 under the topic Advanced Derivative Securities may not take BUS 419 for further credit.
