FIN 696 Financial Derivatives
Fin 696 is a finance elective course for MBA students. It discusses financial derivatives and their applications in risk management. Emphasis is placed on the role of derivatives markets in the financial system, the principles of derivative pricing, applications of derivatives in risk management, and some of the main causes of the financial crisis 2007-2010. The course also addresses the rationale for regulation in this market.
Prerequisites
4 Graduate credits
Effective January 2, 2015 to present
Learning outcomes
General
- Analyze the mechanics of derivatives markets, including how they are organized, traded, and regulated.
- Evaluate the fundamental concepts and characteristics of various derivative instruments, including futures, forwards, options, and swaps.
- Apply various pricing models to value futures, forwards, options, and swaps.
- Design and implement strategies using derivatives for managing investment portfolios and mitigating business risks