BUS 356 - Financial Risk Management

Credits: 3
Planned Offering: Winter

Prerequisites: BUS 221 or permission of the instructor. This course provides an introduction to financial derivatives and risk management and is intended to help upper-class students planning a career in finance or actuarial science. The course considers options and futures from a practical and theoretical perspective. Topics explored include: derivative markets, the Black-Scholes option pricing model, binomial option pricing, Monte-Carlo simulation, future pricing, parity relationships, and hedging with derivatives. Text, projects, participation, and problem-solving. Schwartz.