Deals selectively with the theories, strategies, and applications of derivative securities. Topics include futures and forward contracts, swaps, standard options, exotic options and other derivative securities on different underlying assets; valuation techniques; empirical studies; governance and regulation of derivative securities trading and exposure; and management of financial risks. Weekly hours: 3 Lecture hoursPermission of the department required. Prerequisite(s): COMM 363.3 or COMM 367.3
Deals selectively with the theories, strategies, and applications of derivative securities. Topics include futures and forward contracts, swaps, standard options, exotic options and other derivative securities on different underlying assets; valuation techniques; empirical studies; governance and regulation of derivative securities trading and exposure; and management of financial risks. Weekly hours: 3 Lecture hoursPermission of the department required. Prerequisite(s): COMM 363.3 or COMM 367.3
