Aug 02, 2021  
2019-2020 Undergraduate Catalogue 
    
2019-2020 Undergraduate Catalogue Archived Catalogue

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



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