Dec 11, 2024  
2021-2022 Undergraduate Catalog 
    
Catalog Navigation
  Catalog Home

  Programs A-Z
  Programs by College/School
  Programs by Type

  Course Descriptions

  Academic Policies & Regulations
  Course Registration
  Undergraduate Curriculum

  Colleges, Schools & Departments
  English Language Institute
  Global Field Study
  Honors Program
  Interdisciplinary Programs & Courses
  Three-Year Degrees
  University Seminars

  Accreditation
  Campus Map
  Disabilities Support Services
  Mission Statement
  Past Catalogs
  Student Handbook
  2021-22 Academic Calendar
HELP
2021-2022 Undergraduate Catalog [ARCHIVED CATALOG]

BA 384 Derivative Securities and Markets

This course is designed as an introductory class in derivative securities and markets for undergraduate finance students. It covers the concepts, theories, and applications of derivative instruments; it examines the origin, development, and significance of derivative markets in the financial system. Among all derivatives, the focus is on the oldest and most common place of these instruments, namely, options and futures. The issues to be covered include options markets and strategies, the structure of options markets, principles and models of option pricing, forwards and futures, the structure and pricing of futures, futures hedging strategies, and other advanced derivatives. It attempts to strike a balance between institutional details, theoretical foundations, and practical applications.

Prerequisite: A grade of “C” or above in BA 380  and junior standing.