Financial risk management


Arlyn R. Rubash, BS, MBA, PhD


The course objective is to develop a solid foundation in the principles of certain financial derivatives that have widespread applicability and usefulness. As their name implies, these financial instruments derive value from underlying assets. It can be useful to understand, interpret and use major derivative instruments. The topics to be covered include the following:

1. Introduction and overview of derivative markets

2. Fundamentals of using derivatives

3. Pricing options

4. Foreign exchange and Parity relationships

5. Understanding swaps

6. Yield curve and term structure dynamics

7. Mortgage related transactions

8. Securitization

9. Credit default swaps

10.Dealing with risk


$\copyright$ Arlyn R. Rubash 2012

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