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.

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