Advanced Derivatives
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Course Information
Subject code
FIN
Subject Code Description
Finance
Course Number
3610
Course Title
Advanced Derivatives
Catalog Subject and Course Number
FIN 3610
Catalog Title
Advanced Derivatives
Course Description (Combined)
Prerequisite: FIN 3600.
A continuation and extension of the study of a basic course in derivatives. The theory and application of futures, swaps, and options are reviewed. It includes advanced methods for the analysis of the valuation and the risk of derivatives in debt and portfolio management.
Credit: 3