FINC 438B Derivative Securities
438. DERIVATIVE SECURITIES (Credit, 3
Hours). Application of contingent claims analysis
to futures, options, swamps, hybrid securities, and
options on futures. Topics include futures and
options markets, instruments, uses, and prices.
Special attention is given to program trading,
portfolio insurance, hedging, and duration issues.
Prerequisites: FINC 330 and FINC 436.