Derivative Securities and Markets

MET AD 713

Undergraduate Prerequisites: MET AD 630, MET AD 731 - Prereq: MET AD630, MET AD731
Provides an overview of operation, mechanics, and structure of the derivative markets and covers in-depth quantitative valuation of derivative instruments, such as options, futures, and swaps. The course involves risk analysis including risk arbitrage, and risk management. Emphasizes the theory and practice of derivatives-based trading strategies including hedging opportunities for risk mitigation.

FALL 2024 Schedule

Section Instructor Location Schedule Notes
A1 Holmes CAS 214 W 2:30 pm-5:15 pm Prereqs: AD 630 AD 731

SPRG 2025 Schedule

Section Instructor Location Schedule Notes
A1 Tawawalla CAS 218 M 6:00 pm-8:45 pm Prereqs: AD 630 AD 731

SPRG 2025 Schedule

Section Instructor Location Schedule Notes
A2 Athaide MET 101 W 2:30 pm-5:15 pm Prereqs: AD 630 AD 731

SPRG 2025 Schedule

Section Instructor Location Schedule Notes
O2 Holmes ARR 12:00 am-12:00 am Prereqs: AD 630 AD 731 MET AD713 O2: Students are assigned into class sections of 15 with a member of the teaching team. Please note the prerequisite(s). Completion of the prerequisite course or consent of the instructor is required.

Note that this information may change at any time. Please visit the MyBU Student Portal for the most up-to-date course information.