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Indiana University Bloomington

Department of Finance

400k Portfolio

Kelley finance MBA students manage a live $400,000 portfolio through the Investment Management Academy.

  1. F526
    Derivative Securities
    • 7-weeks
    • 1.5 credits
    • Prerequisite: F520

    This course will take a detailed look at the markets (both exchange and over-the-counter) in which options and futures/forwards are traded. We will extend the pricing theories covered in F520. A considerable amount of time will be spent on analyzing investment strategies. Because of the material’s nature, students must have some comfort with math.

    • Market structure
    • Pricing: A review of basics and more advanced models
    • Option and futures strategies
    • Introduction to hedging

    Course Materials: An Introduction to Options, Hull Options as a Strategic Investment, Macmillan Futures Markets, Siegal and Siegal 

    Grading Criteria: Exam(s), written assignments, and problem sets.