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BUS ADM 447. Derivatives. 3 Credits.

Coverage of derivative products such as: forwards, futures, options, and swap contracts on commodities, interest rates and equities, as well as the markets in which they trade. Fundamental pricing relationships, trading strategies, and risk management, use of the Binomial Options pricing model and the Black-Scholes model to price derivatives. Exploration of different options strategies, put-call parity, and role of derivatives in portfolio management, option Greeks such as: delta, gamma, vega, theta, and rho.
P: Bus Adm 343 and Bus Adm major or minor or Acctg major or minor and an overall minimum GPA of 2.5.