Finance & Insurance
FINA 6335: Derivatives and Risk Analytics
Lecture - 3 credits
- Introduces derivative assets, financial engineering, and risk management.
- Explores specific hedging use of options, forwards, and futures.
- Focuses on the determinants of forwards, futures, options and swaps, and various exotic derivatives pricing using computer-based numerical methods in a Monte Carlo setting and in closed form using elements of stochastic calculus.
- Also explores risk-management strategies using positions in derivative securities, static hedging, and dynamic hedging in continuous time.
Introduces derivative assets, financial engineering, and risk management. Show more.