Nov 24, 2024  
2022-2023 Graduate Studies Bulletin 
    
2022-2023 Graduate Studies Bulletin [ARCHIVED BULLETIN]

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FIN 266 - Advanced Derivatives Markets


Semester Hours: 3
Once a Year
This course provides detailed treatment of numerous valuation methods for complex derivatives securities. Includes the application of valuation techniques for risk management as well as measurement of risk in trading derivatives instruments. It emphasizes the use of advanced computer applications (such as MATLAB) and financial data feeds (such as Bloomberg) in valuation and risk management. Topics include advanced options, futures and swap pricing models, modeling of and managing credit risk using various derivative instruments, and stress testing. 

Prerequisite(s)/Course Notes:
FIN 265 . Open only to matriculated graduate students in the Frank G. Zarb School of Business  and in other Schools at Hofstra where appropriate. See specific program requirements.





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