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This course is entirely dedicated to studying derivative securities-forward and futures contracts and how they modify the risk characteristics of a portfolio, how the exchange, clearing house and marketing to market systems work, arbitrage pricing, relationships, interest rate and currency swaps and the use of various types of options contracts and their use for hedging risk.
Weekly Contact: Lecture: 3 hrs.
GPA Weight: 1.00
Course Count: 1.00
Billing Units: 1
Mentioned in the Following Calendar Pages
*List may not include courses that are on a common table shared between programs.