FNCE 4250 - Financial Risk Management

3 Credits (Minimum) 3 Credits (Maximum)

This course discusses the underlying theory and practical applications of derivative securities, with an emphasis on using these tools to solve risk management problems. Introduces futures, forwards, swaps, and options and extends this to topics in volatility estimation, financial structuring, credit derivatives, and risk management systems. The primary aim is to develop a framework to manage risk both for investment management and in a corporate or financial intermediary environment. Prer., FNCE 4200. Business students only.