MGT 6102 Financial Risk Management and Derivative Securities
3 units
Management
Telfer School of Management
Understanding issues in financial risk management from the perspective of non-financial corporations, focusing on risk measurement and usage of related instruments to hedge risks. How derivative securities, such as options, futures contracts, forward contracts, swaps and interest rate caps, can be valued. Arbitrage relationships, risk-neutral valuation, creation of options synthetically, numerical procedures and the evaluation of credit risk.
Components:
Lecture
Previously Offered Terms:
Winter
French Equivalent:
Organized
6 responses
4.83
/ 5
Clear Expectations
6 responses
4.83
/ 5
Learned a Lot
6 responses
4.83
/ 5
Fair Assessments
6 responses