MFIN 8860 Derivatives and Risk Analytics
This course is reserved for special topics, offering advanced course work in sub-fields of finance. This year, MFIN8860 is an introduction to derivative assets, financial engineering, and risk management. The course covers the pricing of futures and options contracts as well as securities that contain embedded options, risk management strategies using positions in derivative securities, static hedging, and dynamic hedging. Applications from commodity, equity, bond, and mortgage-backed markets are considered. STEM-designated
Course overview
- Department
- Finance
- School
- CSOM
- Credits
- 3
- Level
- Graduate
- Offered
- Every Fall, Every Spring, Every Summer
Catalog details
- Prerequisites
- MFIN8801
Course evaluations
- Course rating
- 4.27 / 5 · Very Good
- Instructor rating
- 4.40 / 5 · Very Good
- Terms evaluated
- 13
| Term | Instructor | Course overall | Instructor overall | Well organized | Clear learning objectives | Intellectually challenging | Helpful assignments | Applicable beyond course | Attendance necessary | Weekly effort | Responses |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Spring 2026 | Cheng Jiang | 4.3 | 4.4 | 4.8 | 4.8 | 4.4 | 4.5 | 4.5 | 4.0 | 1–3 hrs/week | 32 of 35 |
| Fall 2025 | Gang Nathan Dong | 4.6 | 4.7 | 4.6 | 4.7 | 4.8 | 4.6 | 4.7 | 4.8 | 4–6 hrs/week | 36 of 40 |
| Summer 2025 | Cheng Jiang | 4.2 | 4.4 | 4.6 | 4.6 | 4.5 | 4.3 | 4.3 | 3.9 | 4–6 hrs/week | 33 of 42 |
| Spring 2025 | Alan Marcus | 4.8 | 5.0 | 5.0 | 5.0 | 4.9 | 4.8 | 4.9 | 4.9 | — | 9 of 11 |
| Spring 2025 | Cheng Jiang | 4.5 | 4.7 | 4.9 | 4.9 | 4.5 | 4.8 | 4.6 | 4.1 | 1–3 hrs/week | 23 of 25 |
| Fall 2024 | Gang Nathan Dong | 4.7 | 4.8 | 4.7 | 4.7 | 4.7 | 4.7 | 4.7 | 4.7 | 4–6 hrs/week | 35 of 41 |
| Spring 2024 | Alan Marcus | 4.3 | 4.4 | 4.7 | 4.7 | 4.7 | 4.4 | 4.4 | 4.6 | 4–6 hrs/week | 24 of 32 |
| Spring 2024 | Cheng Jiang | 4.0 | 4.2 | 4.7 | 4.6 | 4.0 | 4.5 | 4.2 | 3.3 | 1–3 hrs/week | 43 of 45 |
| Fall 2023 | Gang Nathan Dong | — | — | — | — | — | — | — | — | — | 16 of 17 |
| Summer 2023 | Colm Mullarkey | — | — | — | — | — | — | — | — | — | 24 of 33 |
| Spring 2023 | Alan Marcus | 4.4 | 4.5 | 4.7 | 4.6 | 4.8 | 4.7 | 4.7 | 4.7 | 4–6 hrs/week | 22 of 22 |
| Spring 2023 | Colm Mullarkey | 4.2 | 4.3 | 4.8 | 4.7 | 4.8 | 4.4 | 4.5 | 4.4 | 4–6 hrs/week | 46 of 50 |
| Fall 2022 | Gang Nathan Dong | 4.5 | 4.6 | 4.6 | 4.7 | 4.5 | 4.5 | 4.6 | 4.5 | 4–6 hrs/week | 25 of 29 |
| Summer 2022 | Colm Mullarkey | 3.4 | 3.6 | 4.1 | 4.3 | 5.0 | 4.1 | 4.4 | 4.6 | 7–9 hrs/week | 14 of 38 |
| Spring 2022 | Colm Mullarkey | 3.7 | 3.9 | 4.4 | 4.5 | 4.8 | 4.5 | 4.2 | 4.5 | 4–6 hrs/week | 36 of 59 |
| Fall 2021 | Gang Nathan Dong | 4.4 | 4.5 | 4.7 | 4.6 | 4.4 | 4.6 | 4.5 | 4.4 | 4–6 hrs/week | 40 of 48 |
Data freshness
Instructors
Sections
- Section 01
- Section 01