Overview
Description
Financial risk management. Use of financial options for hedging or portfolios, currency and interest exposure; financial futures; options of futures; interest rate and currency swaps.
Units
Lecture3
Catalog Details
Offering
Offered: Every Fall and Spring
Terms
fall, spring
Attributes
Standard
Learning Outcomes
- apply different option pricing models to determine the fair price of option contracts.
- evaluate the appropriateness of different futures contracts to hedge financial portfolios.
- explainand price interest rate and currency swaps.
- apply computer tools such as Excel in evaluating different option investing strategies.