FIN 565 - Financial Engineering and Risk Management

FIN 561 or equivalent and graduate standing. (3)

Skills necessary to value and employ options, futures, and related financial contracts as risk management strategies. Valuation of futures contracts on stock indices, commodities and treasury instruments; valuation of options; empirical evidence; strategies with respect to these assets; dynamic asset allocation strategies including portfolio insurance; swaps; the use (and misuse) of derivatives in context of corporate applications. Not open to students with credit forFIN 463. Graded ABCDE

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