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Mar 12, 2025
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FIN 4440 - Financial Derivatives
Analysis of derivatives: futures, forwards, options, and swaps. Text is supplemented by current readings and derivatives trading simulations.
Requisites: FIN 3270 and FIN 3410 and QBA 2010
Credit Hours: 3
Repeat/Retake Information: May be retaken two times excluding withdrawals, but only last course taken counts.
Lecture/Lab Hours: 3.0 lecture
Grades: Eligible Grades: A-F,WP,WF,WN,FN,AU,I
Learning Outcomes: - Students will be able to calculate futures prices based on arbitrage arguments.
- Students will be able to calculate profits and losses to futures positions.
- Students will be able to calculate profits and losses to option positions including multiple option positions.
- Students will understand how swaps can be used to hedge and speculate.
- Students will understand the basic workings of futures contracts.
- Students will understand the basic workings of stock options.
- Students will understand the proper positions in futures to take when hedging various positions as well as when speculating on expected underlying asset price changes.
- Students will understand the proper positions in options to take when hedging various positions as well as when speculating on expected underlying asset price changes.
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