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FIN 496 Financial Derivatives

The course will focus on financial derivatives, and their applications to the management of investment portfolios and business risk. Emphasis will be placed on the role of derivatives markets in the financial system, the principles of derivative pricing, applications of derivatives in risk management, and some of the main causes of the recent global financial crisis. The course also addresses the rationale for regulation in this market.

Prerequisites

4 Undergraduate credits

Effective August 17, 2014 to present

Learning outcomes

General

  • Know how derivative markets function,
  • Understand the principles of derivative pricing and be able to price futures and options,
  • Be able to use derivatives in managing investment portfolios and business risk.