FIN 551
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Department |
Finance |
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Course Code |
FIN 551 |
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Course Title |
Derivatives |
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Course Credit |
3 hours |
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Prerequisite Course |
FIN 501 |
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Course Level |
Semester(3) |
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Course Description |
This course provides students with an understanding of the world of financial derivatives both in theory and practice. Students will learn how to value and use different types of derivatives. Main topics include: options valuation and their theories, options applications and markets, pricing of futures and their applications, swaps, structured securities, and complex derivatives. The overall emphasis in this course is on the use of derivatives to hedge risks. |
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Course Material |
John C. Hull, Option, Futures, and Other Derivatives, Pearson Prentice Hall, Eighth Edition or latest. |
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Reading Recommendation |
Neftci, Salih N., Principles of Financial Engineering, Second Edition, Elsevier Inc., 2008 or latest. Don M. Chance, An Introduction to Derivatives & Risk Management, 6th ed., Thomson, 2009 or latest.
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Course Language |
English |
