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MFIN 2202 Derivatives and Risk Management (Fall/Spring: 3 )


Course Description

This course is an introduction to derivative assets such as futures, forwards, swaps, and options, financial engineering, risk management, and mortgage and credit derivatives. We will cover the pricing of these derivative assets as well as securities that contain embedded options. We will consider risk management strategies such as static and dynamic hedging. Applications will be considered from equity, commodity, bond, and mortgage-backed markets.


Instructor(s): Professor Alan Marcus

Prerequisites: MFIN1151 and MFIN1127

Cross listed with:

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Last Updated: 13-Feb-14