2021-2022 Graduate Catalog 
    
    May 22, 2022  
2021-2022 Graduate Catalog

FINC 6614 - Applications of Financial Derivatives


Prerequisite: FINC 6613 .  The course is a second course in derivatives that focuses on applications. This course will include collars, floors, and ceilings for hedging bonds. Other topics will include the pricing of swaps, dollar duration of bond portfolios, international FX hedging with options, futures, and options on futures, and commodity derivatives. 3 credits.