UMass Boston

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Derivative Securities

Course Overview

Date / Time Location Credits Minimium Tuition*
9/3/24 - 12/13/24
Tu 5:30p.m. – 8:15p.m.
Wheatley W02-0107 3 $1984 (guest students)
Date
9/3/24 - 12/13/24
Time
Tu 5:30p.m. – 8:15p.m.
Location
Wheatley W02-0107
Credits
3
Min. Tuition*
$1984 (guest students)

Description

Derivative securities are contracts whose payoffs are derived from the outcome of another security or asset price. This course focuses on the valuation and (mis)use of derivative securities. Specifically the course covers: history of derivatives, valuation of forwards, futures, swap and option contracts and the use of derivative securities to hedge financial risk, particularly interest rate and foreign currency risk.

Prerequisites

AF 301 and a minimum of 60 credits MGT majors only

This course is closed for registration.

Course Details