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 Repeatability: Course may not be repeated. Maximum Repeatable Hours: 3

Click here for the Spring 2025 Class Schedule.