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    Mar 28, 2024  
American University Catalog 2016-2017 
    
American University Catalog 2016-2017 [ARCHIVED CATALOG]

FIN-465 Derivative Securities (3)


Analysis of debt and equity-based futures and options contracts and their underlying cash market instruments. Characteristics of derivative instruments markets. Pricing of derivative instruments. Speculative, hedging, and arbitrage uses of derivative instruments. Risk-return tradeoffs in speculation and hedging. Limited coverage of currency futures and options and exotic derivative instruments. Prerequisite: FIN-365 .