2024-2025 Undergraduate Catalogue
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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.
Click here for the Spring 2025 Class Schedule.
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