FIN 433 - Financial Derivatives and Risk Management
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.
Credit Hours: 3
Prerequisite Courses: FIN 335
Additional Restrictions/Requirements: Prerequisite course or consent of the department chair and admission to Cameron School of Business.
Crosslisting: ECN 433
Course Repeatablility: Course may not be repeated. Maximum Repeatable Hours: 3
Click here for the Spring 2020 Class Schedule.