Prerequisite: MET AD 685. Provides an overview of the 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 2026 Schedule
| Section |
Instructor |
Location |
Schedule |
Notes |
| A1 |
Holmes |
SOC B57 |
W 2:30 pm-5:15 pm |
|
SPRG 2027 Schedule
| Section |
Instructor |
Location |
Schedule |
Notes |
| A1 |
Holmes |
MCS B33 |
M 6:00 pm-8:45 pm |
|
SPRG 2027 Schedule
| Section |
Instructor |
Location |
Schedule |
Notes |
| O2 |
Vodenska |
|
ARR 12:00 am-12:00 am |
Students are assigned to class sections of about 20 with a member of the teaching team.
F1 student visa holders should contact the MET Administrative Science Department: adminsc@bu.edu before registering for any online class |
Note that this information may change at any time. Please visit the MyBU Student Portal for the most up-to-date course information.
