BUS418N - Derivatives and Risk Management

3 Credit(s)

Non Liberal Arts
This course introduces students to the practice of risk management through an exploration of the risk triad-the identification, measurement and management of the risks facing a firm. Students learn how to use derivatives such as futures, options and swaps to mitigate risk, and the comparative advantage of linear and nonlinear instruments. Option pricing is explored in depth, and students learn how to build spreadsheets models to analyze the options “greeks.” In addition, the course addresses notorious failures of risk management through a series of case studies. This class is highly recommended for students who seek to work in investment banking and risk management.

Prerequisite(s): BUS 320N