Financial Engineering and Deriv Products

This course provides the foundation for derivative products used throughout finance. The first part introduces the basics of value and risk used throughout the course.Topics covered include futures, forwards, swaps, options, introductory bond pricing concepts, such as yield-curve, duration,
immunization and hedge ratios. The concepts are applied to problems in asset, liability and portfolio management. Students also manage the risk management function of a computer-simulated multinational corporation. This course is highly mathematical.

Course Number: 
GF-5260
Credit Hours: 
3.00