MBUS 664 - Derivatives

Institution:

Gonzaga University

Subject:

MASTERS BUSINESS ADMINISTRATIO

Description:

The class focuses on futures, forwards, and options on common stock and foreign currencies. Institutional aspects of derivatives markets, as well as factors influencing the value of these contracts are studied. In option valuation, the Black-Scholes-Merton option pricing model and the Binomial tree model of option valuation are covered in detail. Various portfolio strategies using combinations of call and put options to exploit investors expectations of future asset prices are also covered.

Credits:

1.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.gonzaga.edu

Phone Number:

(509) 328-4220

Regional Accreditation:

Northwest Commission on Colleges and Universities

Calendar System:

Semester

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