UT Dallas 2018 Graduate Catalog

FIN6360 - Derivatives Markets

FIN 6360 Derivatives Markets (3 semester credit hours) Examines the valuation of derivative securities such as options and futures contracts, as well as the use of these instruments in managing business and financial risks. The topics to be covered include pricing of futures contracts, swaps, and options, the use of derivative instruments in hedging, portfolio insurance, exotic options, and the valuation of options on debt instruments. Prerequisites: (FIN 6301 or FIN 6302) and (FIN 6306 or FIN 6307 or OPRE 6335). (3-0) S