2013-2014 Undergraduate and Graduate Bulletin (with addenda) 
    
    Mar 28, 2024  
2013-2014 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]

FRE-GY 6631 Applied Derivatives and Real Options Finance

1.5 Credits
This course focuses on financial-engineering applications using derivatives, alone and in combination with other financial instruments. In addition to studying complex financial- engineering structures, students consider applications of real options to the many industrial and assets management problems dealt with by business firms. Examples of applications include case problems in real options as well as issues in tax arbitrage, the construction of equity collars on restricted stock, the alteration of the investment characteristics of large portfolios, and the creation of synthetic financial instruments.

Prerequisite(s): FRE-GY 6411  and FRE-GY 6511  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