BUS-F 421 Derivative Securities and Corporate Risk Management

• 16 weeks
• 3 credits
• Prerequisite(s): BUS-F 303 and BUS-F 305 with grades of C- or higher

Advanced treatment of options, futures, and other derivative securities. Detailed description of the entire spectrum of derivative products. Theoretical and numerical valuation of derivative securities. How corporate risk managers use derivatives to hedge exchange rate risk, interest rate risk, commodity risk, credit risk, etc.