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 hoursDepartmental permission is required. Note: Students with credit for COMM 419 will not receive credit for this course.
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 hoursDepartmental permission is required. Note: Students with credit for COMM 419 will not receive credit for this course.
