2022-2023 Undergraduate and Graduate Bulletin (with addenda) 
    
    Apr 23, 2024  
2022-2023 Undergraduate and Graduate Bulletin (with addenda)

FRE-GY 6141 Static and Dynamic Hedging

1.5 Credits
The course discusses advanced topics in hedging exposures, with emphasis  on adaptation of the mathematics to the real world. Examines applications in quantitative finance. Methods in the hedging of cash flows and liabilities for corporations and for option traders are covered. A synthesis is made of both theory and historical hedges traded.

Prerequisite(s): Graduate Financial Risk Engineering students only.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0