AS 4510 - Derivative Valuation and Risk Management

3 Credit Hours

Prerequisites: AS 3230 and AS 4140.
Corequisites: None.
Pre/Corequisites: None.
Requirements: Must meet RCB upper division course requirements and 45 semester hours.

Description
This course introduces quantitative methods for pricing financial derivatives and managing the risk of asset portfolios Topics include risk-weighted returns, the efficient frontier, CAPM and factor models, futures, forwards, European, American, and exotic options, option spreads, put-call parity, the binomial model, the Black-Scholes formula, option Greeks, and hedging for risk management.