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FIN 551

Department

Finance

Course Code

FIN 551

Course Title

Derivatives

Course Credit

3 hours

Prerequisite Course

FIN 501

Course Level

Semester(3)

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.

Course Material

John C. Hull, Option, Futures, and Other Derivatives, Pearson Prentice Hall, Eighth Edition or latest.

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.

Course Language

English

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