2017-2018 Academic Catalog 
    
    Apr 19, 2024  
2017-2018 Academic Catalog [Archived Catalog]

MATH 611 - Derivative Markets


Credits: Three (3)
Prerequisite: MATH/ACSC 415/515
This course will cover the topic of capital market, investment vehicles, derivatives, principles and tools of risk management. After successfully completing the course, students are expected to identify and evaluate the risk and return characteristics of various types of investments, how markets operate and explain the fundamental principles of modem portfolio theory, to determine the value of cash flow streams with embedded options. A presentation of one project is required for the course.
Note: This course is for graduate students only
Cross-listed: ACSC 611