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.