MFIN 2202 Derivatives and Risk Management
This course is an introduction to derivative assets such as futures, forwards, swaps, and options, financial engineering, risk management, and mortgage and credit derivatives. We will cover the pricing of these derivative assets as well as securities that contain embedded options. We will consider risk management strategies such as static and dynamic hedging. Applications will be considered from equity, commodity, bond, and mortgage-backed markets.
Course overview
- Department
- Finance
- School
- CSOM
- Credits
- 3
- Level
- Undergraduate
- Offered
- Every Fall,Every Spring
Catalog details
- Prerequisites
- MFIN1151
Requirements fulfilled
- Finance: Additional MFIN elective options (Current University Catalog)
- Finance: Prescribed finance elective options (Current University Catalog)
- Finance: One elective from the following list (must be taken in CSOM) (Current University Catalog; students should confirm their catalog year)
Official evaluation summary
4.23 / 5
Data freshness
Instructors
- Gang Nathan Dong
- Cheng Jiang
- Peter Van Amson
Sections
- Section 01