MBA 656 - Financial Engineering

This course explores the markets and valuation for options, futures, and swap contracts. Hedging and speculating strategies using derivatives are covered. Financial engineering techniques are developed that can adjust the risk and return offered by traditional assets. Topics include cash and carry, option pricing models, forward contracts, stock futures, interest rate futures, stock index futures, stock options, interest rate options, and various swap contracts.

Prerequisites & Notes
MBA 651; Graduate School of Business degree program students, or permission from GSB.

Credits: 3