FIN 433 - Financial Derivatives and Risk Management Credit Hours: 3
(ECN 433 ) Prerequisite: ECN 324 and FIN 335 or consent of the department chair and admission to Cameron School of Business. Valuation of financial derivatives, including forwards, futures, options, and swaps. Application of the Black-Scholes-Merton model, the binomial option pricing model, and the cost of carry model. Use of financial derivatives for hedging, speculation, and arbirtrage and risk management.
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