Undergraduate Catalog 2020-2021

FNC 415 Derivatives and Risk Management(RNL)

4 hours; 4 credits. Advanced financial market course focused on derivative investment vehicles. Survey of derivative investments (options, futures, forwards, and swaps) in detail; review of options and futures markets; review of option pricing models such as the Binomial Model and the Black-Scholes-Merton Model; advanced derivatives portfolio management and strategies involving future, forwards. and swaps; risk management techniques and applications. The student will also simulate trading and management strategies learned using a portfolio simulator. Prerequisite: ECO360/FNC 360.