MF 860 Derivatives and Risk Management (Fall/Spring/Summer: 3)

Prerequisite: MF 801
This course is reserved for special topics, offering advanced course work in sub-fields of finance. This year, MF 860 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.
The Department

Last Updated: 20-MAR-13