2018-2020 Undergraduate and Graduate Bulletin (with addenda) 
    
    Mar 28, 2024  
2018-2020 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]

FRE-GY 6291 Applied Derivative Contracts

1.5 Credits
This course provides an introduction to derivative contracts with a special emphasis on current practical applications in use today by financial institutions for investing, hedging, trading and issuing. The characteristics and features of futures, forwards, swaps, options and structured notes are all covered with a special emphasis on useful applications. For each of the four primary derivative contracts, we review in these lectures the appropriate definitions, terminology, market mechanics and theoretical fair value pricing.

Prerequisite(s): FRE-GY 6003 , FRE-GY 6023  , FRE-GY 6103  and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0