| 507351 - Financial Engineering and Derivatives (Lab) |
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Credit Hours3 Pre-requisite0507102 Co-requisite- Distribution2+2 |
| This course presents and analyzes the main kinds of financial derivatives, covering the basic properties and the pricing fundamentals of futures, options and swaps. It also explores trading and hedging strategies involving financial derivatives. Finally, time permitting special topics such as exotic options and credit derivatives are explored. The course also shows how derivatives are used to achieve various hedging and speculating objectives, introduces a framework for pricing derivatives, and studies several applications of derivative-pricing techniques outside derivative markets. It lays the ground for a rigorous risk management course and other advanced quantitative courses, such as stochastic finance. Students will apply some information by using a computer in the lab. |
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