Derivatives Markets (MGMT 4380/MGMT 6370) - Spring 2011
Brief course description (From the Calalog!): This course introduces the institutional
structure of the financial markets for derivatives. It also covers hedging and basis risk, interest rate, and
stock-index derivatives with financial management applications. Other topics covered include an introduction to
options, rational option pricing restrictions, binomial option pricing model, and put and call option strategies.
Books (Required):
- Intro to Mathematics of Financial Derivatives by Salih Neftci. Publisher:Academic Press, Inc; 2nd Edition, 2000, ISBN:9780125153928
- Options, Futures & Other Derivatives by John C Hull. Publisher: Pearson Education Group; 7th Edition, 2009, ISBN:9780136015864.
- Strongly recommended as additional light reading: Risk Takers, by Marthinsen. Pearson Education Group; 2nd Edition, 2009, ISBN:9780321542564.
- January 24: Welcome to Derivatives Markets! Please bookmark this page and visit often to see announcements, get data, handouts, etc.
- Please note: The third exam for this course will be held during the Final Exams week.
- April 11: Exam 2 is scheduled for today. The exams will be closed book, closed notes. Certain complex formulas will be provided, as will a starter Excel worksheet.
- May 11: EXAM 3 is scheduled for May 13. Details are: Friday, 5/13, 1130am-230pm, TROY 2012. The exams will be closed
book, closed notes. Certain complex formulas will be provided, as will a starter Excel worksheet.
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Last modified: Fri Jan 21 12:19:22 EDT 2011