FIN DERIV & FIN ENGINEERING

ECON 377

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

Day / Time: 

TuTh 03:05 PM-04:20 PM

Location: 

Social Sciences 311

Instructor: 

Leven, Ronald

Section: 

01