Financial risk management
Lecturer:
Arlyn R. Rubash, BS, MBA, PhD
Target:
The course objective is to develop a solid foundation in the principles of certain financial derivatives that have widespread applicability and usefulness. Students examine important characteristics of financial instruments whose value derives from underlying assets, and gain necessary skills and experience for understanding, interpreting and using major derivative instruments. The organization of topics to be covered is as follows:
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
Project topic selection
Evaluation
$\copyright$ Arlyn R. Rubash 2011
page revision: 30, last edited: 29 May 2011 20:43





