MGMT 4380 - Derivatives Markets

This course introduces the institutional structure of the financial markets for derivatives. It also covers hedging and basis risk, interest rate, and stock-index derivatives with financial management applications. Other topics covered include an introduction to options, rational option pricing restrictions, binomial option pricing model, and put and call option strategies.

Prerequisites/Corequisites: Prerequisites: MGMT 2320 and MGMT 4320 or permission of instructor.

When Offered: Spring term annually.

Cross Listed: Cross listed with MGMT 6370.

Credit Hours: 4