FRE 6071 Derivatives, Financial Markets and Technology

1.5 Credits

This course covers basic derivatives, including futures contracts, forward contracts, option contracts and swap contracts. The principal focus is on the use of these instruments by financial institutions. Basic valuation concepts are discussed, as are the use of derivatives for speculation, hedging and arbitrage. The specifics of the contracts and the markets in which they trade are also discussed. The main focus gives students in the Financial Technology track a general understanding of the derivatives market and risk management.

Prerequisite(s): FRE 6003 , FRE 6023 and FRE 6103 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0