FIN 424 - Options & Futures Markets

Institution:

University of Rochester

Subject:

Description:

This course provides intensive study of the fundamental ideas of option-pricing theory and their application to options, financial futures and other securities; analysis of hedging with forward and futures contracts; development of the Black-Scholes option-pricing formula, its uses and modifications, and generalizations of the model; and discussion of the structure and organization of options and futures markets and the exploration of empirical evidence on the validity of option-pricing models. Analyses of the pricing of options on futures, foreign currency, portfolios and indexes, commodity prices, bond prices and interest rates are included as time permits.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.rochester.edu

Phone Number:

(888) 822-2256

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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