Fin 451 - Options, Futures and Derivative Securities

Institution:

Washington University in St Louis

Subject:

Description:

Examines the theory and practical application of derivative securities such as futures, options, and swaps. Central to the theory of derivative security pricing is arbitrage and payoff replication. In practice, derivative securities provide a principal route to manage and, in particular, hedge financial risk. Futures, options, and swaps on different types of underlying assets are examined with emphasis on pricing and application. Prerequisite: Fin 340.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.wustl.edu

Phone Number:

(314) 935-5000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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