FIN 653 - Financial Engineering and Derivatives

Institution:

National University

Subject:

Description:

This course provides an introduction to futures and options markets and outlines the different ways in which they can be used. It covers futures and forward contracts, pricing of forward and futures, hedging techniques, swaps, options markets, trading strategies, option pricing models, volatility smiles, and a detailed treatment of hedge parameters such as delta, gamma, and vega. Also discussed is portfolio insurance, value-at-risk measure, multi-step binomial trees to value American options, interest rate options, and other exotic options.

Credits:

4.50

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.nu.edu

Phone Number:

(800) 628-8648

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Other academic year

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