Skip to main content
Courses

BUS-F 526: DERIVATIVE SECURITIES (1 - 6 credit)

About

Cover options and futures in depth and how these instruments are priced relative to their underlying assets. Various compound options strategies will be described together with a brief introduction to the use of options pricing to evaluate other "option-like" securities. The use of futures for hedging various sources of risk will then lead to a discussion of the applications of derivative securities in a portfolio context.

Resources