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Jan 15, 2025
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2017-2018 Undergraduate Catalog [ARCHIVED CATALOG]
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FINC 431 - Options and Futures Credit Hours: 3 Lecture Hours: 3 Lab Hours: 0
This is an introductory course in financial futures and options. The course topics include: the description of futures, forward, and options markets; the determination of forward and future prices, interest rate and currency futures and swaps; properties of stock options; valuation of stock options with Binomial and Black-Scholes models; other types of options including stock index options, options on futures, and interest rate options; and hedging strategies using futures and options. Prerequisite: FINC 410
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