Options and Futures Market

Overview

Subject area

BUS

Catalog Number

353

Course Title

Options and Futures Market

Department(s)

Description

The economic role of options and futures markets is examined. Specific topics include: determinants of forward and futures prices, option valuation using binominal trees and Monte Carlo simulation, implied binomial trees, relation between puts and calls, uses of options in investment strategies, hedging techniques, exotic options, applications to corporate securities and other financial instruments.

Typically Offered

Fall, Spring

Academic Career

Undergraduate

Liberal Arts

No

Credits

Minimum Units

3

Maximum Units

3

Academic Progress Units

3

Repeat For Credit

No

Components

Name

Lecture

Hours

3

Requisites

028591

Course Schedule