Derivative Securities and Markets

MET AD 713

Prereq: MET AD630, MET AD731
Provides an overview of operation, mechanics, and structure of the derivative markets and covers in-depth quantitative valuation of derivative instruments, such as options, futures, and swaps. The course involves risk analysis including risk arbitrage, and risk management. Emphasizes the theory and practice of derivatives-based trading strategies including hedging opportunities for risk mitigation.

FALL 2023 Schedule

Section Instructor Location Schedule Notes
A1 Holmes STH B22 W 2:30 pm-5:15 pm Prereqs: Ad 630
Ad 731

FALL 2023 Schedule

Section Instructor Location Schedule Notes
A2 Holmes CAS 229 R 6:00 pm-8:45 pm Prereqs: Ad 630
Ad 731

SPRG 2024 Schedule

Section Instructor Location Schedule Notes
A1 Tawawalla PSY B51 M 6:00 pm-8:45 pm Prereqs: AD630
and AD731

SPRG 2024 Schedule

Section Instructor Location Schedule Notes
A2 Athaide MET 101 W 2:30 pm-5:15 pm Prereqs: AD630
and AD731
Class Full

SPRG 2024 Schedule

Section Instructor Location Schedule Notes
A3 Holmes MUG 205 W 6:00 pm-8:45 pm Prereqs: AD630
and AD731

SPRG 2024 Schedule

Section Instructor Location Schedule Notes
O2 Holmes ROOM ARR TBD-TBD Prereqs: AD630
and AD731
On-line course

Note: this course was also offered during Summer Term

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.