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| Course ID: | FINA 4320/6320. 3 hours. | | Course Title: | Derivative Security Markets | Course
Description: | The markets for futures, options, and other derivative securities. The mechanics of trading, regulation, pricing, hedging, and risk management using derivatives. | | Oasis Title: | DERV SECURITY MKTS | | Prerequisite: | FINA 4310 | Semester Course
Offered: | Offered every year. | | Grading System: | A-F (Traditional) |
| | Course Objectives: | This course is an introduction to derivative security markets
including the valuation of derivatives, derivative trading
strategies, and the management of corporate risk with derivatives. | | Topical Outline: | Structure of Options Markets
Principles of Option Pricing
The Binomial Option Pricing Model
The Black-Sholes Option Pricing Model
Option Strategies
Structure of Foward and Futures Markets
Principles of Foward and Futures Pricing
Financial Risk Management | |
Syllabus:
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