The Economics of Financial Derivatives & Financial Engineering

ECON377

Introduction to derivatives focused on economic functions as tools for hedging/risk management. Topics include: forwards, futures, swaps, options, parity conditions, binomial options pricing, Black-Scholes formula, financial engineering for risk management Value-at-Risk (VAR). Emphasis on intuition and common sense implementation of technical material. Abuses and potentials for arbitrage profits considered. Instructor: Rasiel

Course Syllabi

Curriculum Codes: 

SS