Futures and Forwards
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Overview
Subject area
FIN
Catalog Number
9882
Course Title
Futures and Forwards
Department(s)
Description
The course provides an introduction to futures, forwards, and swaps, which are among the primary derivative securities, and their use for risk management, arbitrage, and speculation. Market structure and valuation methods are examined. The course also discusses how firms manage interest rate risk and commodity price risk using these derivatives. Topics covered include no-arbitrage-based pricing and hedging with futures and forwards.
Typically Offered
Fall, Spring, Summer
Academic Career
Graduate
Liberal Arts
No
Credits
Minimum Units
1.5
Maximum Units
1.5
Academic Progress Units
1.5
Repeat For Credit
No
Components
Name
Lecture
Hours
1.5
Requisites
029381