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FINC 7241X Derivative Pricing and Risk Management 45 hours; 3 credits This is a comprehensive course in derivative financial instruments, such as forwards, futures, options, and swaps. It expands upon the basic understanding of derivatives gained in prerequisites, including pricing models and risk management techniques. The course introduces the theory and the application of derivatives markets and their uses in portfolio allocation and risk management. Topics include option valuation models, principles of forward and futures pricing, and strategies for hedging and arbitrage. Prerequisite: FINC 7300X DISCLAIMER The City University reserves the right, because of changing conditions, to make modifications of any nature in academic programs and requirements of the university and its constituent colleges without advanced notice. Students are advised to consult regularly with college and department counselors concerning their programs of study. Access the college's current and recent course bulletins.
45 hours; 3 credits
This is a comprehensive course in derivative financial instruments, such as forwards, futures, options, and swaps. It expands upon the basic understanding of derivatives gained in prerequisites, including pricing models and risk management techniques. The course introduces the theory and the application of derivatives markets and their uses in portfolio allocation and risk management. Topics include option valuation models, principles of forward and futures pricing, and strategies for hedging and arbitrage.
Prerequisite: FINC 7300X
The City University reserves the right, because of changing conditions, to make modifications of any nature in academic programs and requirements of the university and its constituent colleges without advanced notice. Students are advised to consult regularly with college and department counselors concerning their programs of study.
Access the college's current and recent course bulletins.
