May 18, 2022  
2016-2018 Graduate Catalog 
    
2016-2018 Graduate Catalog [ARCHIVED CATALOG]

FN 6420 - Financial Risk Management


(2)

Financial Risk Management overviews the derivatives markets, the instruments traded in these markets (options, futures, forwards and swaps) and the principles underlying price determination of these instruments. Option valuation models such as the Black-Scholes model are covered. The focus of the course is on financial engineering - the use of derivatives in managing risk. Management of interest rate risk, equity risk, currency risk, commodity price risk and derivatives risk is discussed.

Prerequisite: FN 6310 .